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If it's just surface rust get all of it. I usually try to get all of it regardless. Rust under paint or filler will only get bigger, causing your paint to blister up and flake off. I haven't tried any of the rust coatings recomended by others on this site, but they sound like a good option.
Rust gums up sandpaper really fast. Try using a stripper pad like the ones made by 3M. It looks like a plastic coated bird's nest, The ones I get are purple. they are very expensive but take rust (and everything else) right off. They will speed up the job and allow you to get all of the rust. Imediately coating the panel with epoxy primer or some other rust protectant will keep it from coming back.
Rezvani's Latest Post-Apocalyptic Monster Is a Ford F-150 Raptor Underneath
Slideshow: Called the Fortress, the 850-horsepower pickup combines Raptor underpinnings with military-inspired features, survival equipment, and a starting price of $285,000.