Well, parts made in a powder bed printer don't typically have nearly as much grain, if any. I'm a big fan of that style printer in the future, so one solution to the problem is to use those instead.
For typical FDM/FFM printers like the hobby ones you see everywhere, there are chemicals that can be used to smooth the print out.
I use my parts for robot prototypes where the function of the part is more important than cosmetics, so I don't worry about the grain. If I want a nice part though, I can use very fine layers.