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What's the best way to highlight models and I'm having trouble getting the rough edges off? I can't find any good sander products to do the job

"Best way to highlight" is a pretty broad topic. Any more info you can give us? The more specific the question, the easier (and more useful, usually) the answer. Pictures are even better, if you want us to diagnose a specific issue you're having.

As far as smoothing is concerned, any number of products see common use, depending on the specific task and the modeler's personal preference. A simple X-acto knife or stiff scalpel blade, when used to scrape, instead of cut, can knock down burrs on an edge surprisingly quickly and smoothly.

Files can also serve, if they're fine enough. Many diamond-grit files are little more than coarse sandpaper-on-a-stick, but very fine grades are available, if you look for them. I prefer traditional cut metal files - a quality single-cut file can put a near-mirror finish on metal and works just as well (while still being able to remove stock quickly, when needed) on plastic.

Sandpaper can be found in fine grits at any hardware or automotive store, but is hard to use on tiny models, on its own. Gluing small strips to popsicle sticks and wrapping them around small dowels/skewers/toothpicks lets you make your own custom sanding sticks, which are much easier to handle. Moderately stiff, foam-backed sanders are the cream of the crop, which is what any hobby-specific product is likely to be. A cheaper and more readily available alternative is a manicurist's nail sander/buffer. Check your local pharmacy and see if you can find anything for nail finishing - the shapers are quite coarse and have very little give, but the buffers can polish even clear plastic to an almost like-new sheen and are more forgiving on curved surfaces.

Here is a link to some pictures http://imgur.com/a/SY9sU. First is a primered Riptide with tons of missed sprue marks I can't get. Second is a Pathfinder that I hand painted. I'm unsure about the highlighting On him. And if you all have any helpful critiques that would be awesome.

Broken link.

Fixed the link sorry

The Riptide photo you have is a perfect example of how it's important to prep a model before priming.

If this is to be a tabletop or casual display quality model, I would cut it off the sprue with about 3mm to spare. This is so as not to damage the actual model -- my initial cut to remove the model piece always leaves material because my diagonal cutters are not sharp enough for a perfect cut.

Then, i take an xacto blade and cut it flush, or close to, and finally, I finish with a diamond file and file it perfectly. I feel with my fingers to ensure there is no edge or roughness. For this to work, cheap cutters are fine, and the file doesn't need to be anything fancy, but a NEW No 11 blade is critical. I never use a No 11 blade for more than 1 model -- in boxes of 100, they are cheap.

Now, if this is to be a display or competition model, I would plastic cement the two arm pieces afterwards, and file it flush, then use a 600 grit sanding block to further eliminate the join. If it would look better, I would use some modeling paste on it to eliminate any recess, and then sand it again after, first with 300 grit, then 600 grit, and finally a wet polish with 1000 grit until the surface looks and feels like one piece. This process is extremely time consuming, though, to do for an entire army.

Edit: Another very good tool is a mold line remover tool. In many situations, it can give a good (or at least, very acceptable) finish with very little work.

For plastic models:

I use the sharp side of a knife to get rid of the sprue marks as best I can being careful not to gouge the model itself.

Then I use the BACK of the knife, at about a 45 degree angle in a scraping motion to scrape away mould lines (raised lines). Don't try and do it in 1 pass, do lots of quick light passes and you'll be surprised at how smooth you can make it. Rarely ever do I feel the need for sandpaper. This is easier done with a nice stiff bladed knife, I use the Testors knives which have the blades set in to the handles for this job...

http://www.stampeaz.com/index.php?main_page=product_info&cPath=19&products_id=16&zenid=7os1i5oad8j6li7snv5qcq9e95

Now for gaps/crevices like you appear to have on the riptide, it depends on the model, but I use greenstuff, milliput or squadron putty to fill the gap. Greenstuff is for crevices over complicated surfaces where I just want to sculpt it in to place and then won't have to post work it at all. Squadron putty is mostly for flat surfaces that I intend to sand (it actually scrapes really well too, a lot of the time I won't even bother sanding it, I'll just scrape it with my knife the same way as I described above). Squadron putty doesn't sculpt well, you apply a bit more than you need (not too much because it does slightly melt the underlying plastic to stick better) and then remove the excess after it's well and truly cured. Milliput is somewhere in between, it sculpts better than squadron putty but can still be sanded, but it doesn't sand as nicely as squadron putty.

Although squadron putty doesn't sculpt well I know one a guy who was building a large hurricane (WW2 fighter, maybe 1:32 or 1:24) and part of the engine cowling was broken, he sculpted an entire replacement part from squadron putty, just built it up and sanded it back I wouldn't recommend doing that myself, but honestly even after he told me I couldn't tell the difference, it was entirely seamless.

As for highlights, there are a number of ways that it can be done. Drybrushing is a great way to start. "Edge highlights" look really good on Tau suits. Washing (shading) your model, will help pull the recesses down and help the raised sections of the model out, but you shouldn't use just a wash on its own to get a highlight most of the time.

To give you a quick run down of say..a skin section that I paint, I:

1. prime the model
2. basecoat (depending on whatever color/effect I'm trying to achieve, this may be more complicated than one layer of paint, but that's the simplest step breakdown)
3. wash (shade)
4. drybrush
5. edge highlight if warranted (I don't typically do this...wrong army type...teeth is probably the closest area where I use something like this technique)
6. Any other fine detail that needs to be added last.