I received my print today! I´ve done some finishing on it, here´s what I did:
The model I ordered is my DwarfDarkPriest small version, an 8cm heigh character in WSF material. It´s pretty small, so lots of the very small details are missing, but nothing serious. Everything I´ve expected to show up on the model did (eventually, read on why).
The first thing I´ve done was brushing the model with a hard brush to get most the support materal cleared. Then I washed it under tap water with soap to ready it for painting. Then I´ve taken a large (cold) steel needle to carve around the bumps and edges. While doing this I realized an important thing about WSF:
(Not) Missing Deatils:
Your item may look solid, and some of the very close parts fused, but that´s not always the case! Try to firmly scratch around those parts, and you may discover that it´s just the support material stuck in those places! This is especialy important before you paint your model, because that extra material may come loose and ruin your paintwork!
This way I have discovered that a "misprinted corner" was alright, I just had to remove some extra material, and also revealed some "missing" detail!
Painting:
I´ve run out of good paints, so I used some cheap hobby paint, water based acrylic (I think at least). WSF can be painted very easily when it comes to large surfaces as its surface is far from smooth. Even painting with an old bad brush can result in a nice overall finish. If you want to paint details and curves though, it will be a real pain, unless you smooth the surface first. The smaller detail brushes hair will get stuck in the grainy surface and it will come apart and you will end up painting everything around the point you wanted to paint originally. So, either use lots of paint on the brush, and use the brush only to "guide the paint", or smooth down the surface.
Sanding with paper:
I had to realize that my sanding paper was tainted with something dark from a previus work, and it tainted my model as well! The grainy surface of WSF can get dirty very fast, so be sure to use clean equipment, whatever you are doing with your model! By the way, my 800 grit paper was too smooth to cause a real difference, but it was also used a lot before, so maybe thats why it didn´t work.
Carving:
No hot needle test yet, sorry Whistler! I am planning to do that on my other model, it should arrive in a few days. The cold steel needle seemed to be enough to carve some shallow grooves. (in my case to create some "hair", and to deepen the modeled grooves for easier painting)
I´ll post some photos of the model as it got out of the box later in the "Arrived" section of the forum. I´ve finished with painting, but my camera broke down with a permanent "focus error" message while taking the first few shots so I can´t post a pic of the painted model yet 
(well, maybe its better this way, I´m realy bad at painting anything other then WW2 inorganic stuff, so you won´t miss much )