No matter what route you take -- you'd better look into what paint and process you plan to do - and make darn sure that all the 'stuff' people are telling you to put on etc is COMPATIBLE... because paint companies are very adamant about what you can and can't do as a base to their systems.
This whole - walnut shell - acid dip - soda blast - e coat or not to e coat debate has been going on for as long as I can remember... and as far as I know - nobody has come up with a perfect solution yet. Each has its pluses and minuses.
Remember too - that you're going to want to stick with ONE BRAND/SYSTEM of paint all the way through... from etching primers to sealers to filling primers to paint... There are rules about what goes on when etc and you need to pay a little attention to that.