Sanding intricately turned balusters or furniture legs is much easier with abrasive strips cut from a sanding belt. Slice or rip an appropriate-width strip from the belt, and wrap it around the turning. Then hold each end of the strip and pull it back and forth as if you're shining a shoe. Shift positions frequently to avoid creating a depression. You can also cut sanding strips from sheets of regular sandpaper, which cost less than a sanding belt. Be sure to reinforce the back with duct tape to prevent tearing.
You can't use a power sander on a slender leg or baluster — here's a way to strip those delicate parts