I'm certainly no professional but from my limited experience, I do know any "aging" technique, whether it's done with glaze or dark wax, will get down into all the nooks and crannies, highlighting the good features, as well as any imperfections of the piece...as you have discovered. If you don't want the sandpaper marks, try waxing first and then followup with the distressing as your last step.
If your looking for a rubbed look along with wear on edges. Instead of sand paper, use rubbing compound that you would find in an auto store. Armed with this and either some real good elbow grease or a small rubbing pad on the end of a drill, you can simply rub the finish off were ever you like without removing any of the wood itself.
You might find the information on this page helpful.....
http://woodzone.com/Merchant2/articles/sandp...