I agree with everything Steve said.
A lot depends on condition and extent to which you are stripping.  If you are doing the entire body or entire compoinents like a deck or door, then either media blasting or tank dip (where possible) is your best bet.  If you do tank dip, try to find a place that can also e-coat it afterward. 
Soda blasting is great for removing paint without damaging other parts.  It is not so great at removing rust.
Sand can warp and tear up metal, usually plastic bead or glass bead is better.  Make sure you are wearing a quality respirator, rated for sand blasting.  Silicosis is something you don't want to deal with.
Brush-on stripper makes a huge mess but some folks like it.
For body panels, while it takes time, don't underestimate a good DA sander.
If you are doing smaller components get yourself a blast cabinet.  You do need a hefty compressor to keep up with any sort of blasting but I consider my blast cabinet and my garage lift to be among the best tool purchases I have ever made.  Just make sure you get a good one, not a cheap Harbor Freight unit. 
Mike