I used to just use lower opacity for my shading layers with black, but I took to using multiply and manually brush in the shading before adding texture with erase and blur. It takes longer than cell shading, but I really like the effect~. As for sketches I draw them sketchy, thicken the main lines, then carefully thin and taper them with the eraser. As a rule of thumb I use, I consider my sketch to be the "guide" of a drawing and generally use it as such for my lines, but I almost never follow all of the sketch. Recently I started fading and removing inner lines to give a more lineless inner look while leaving some to give some parts an edge. I probably do everything the hard way or long way though honestly x3

I rarely ever use the blur tool. I usually just end up fading colors with the brush tool at high blending on SAI.
I should use it more often. I get a feeling that's a tool that many artists use, but I just hate blurring things out.

I really think it depends on a matter of preference, though I think I might toy around with your method and see what other ways I can find. Art's all about exploring :3