I agree with all the other posters. But it also depends on what kind of rust - surface or deep, and what kind of finish you want to have on the stuff when your done.
When I gutted and remodeled my old farm house, all the door hinges were rusty. I had to sand blast them all to get the rust out prior to repainting them. When I redid some of the old door knobs, which were porcelain with the metal bar, I just lightly scuffed them with some fine sandpapper and resprayed them.
When I put up some old (1902) PA license plates in my garage, I didn't want to do much to them. I sprayed the backs with rustx, then sealed the whole thing with a clear shellac with about 3 coats. Not enough to make it appear shiny, but enough to seal it completely.
Good luck. You can also buy biscuits for use on an die grinder in very fine or very coarse grits. I found that they work well in some tight spaces. Sometimes wire wheels work best on a bench grinder or on a cordless drill, depending on how big the item is. Oh, and be careful. Some of that old stuff has lead base paint. Lead is cumulative over the course of your life.