Whether and when you sharpen depends on your specific needs. You should experiment with the sharpening functionality in the scanning software you're using (try it on several different slides), and if you like the results it could be a big time saver to sharpen in the scan stage. This way you don't have to do the extra step of sharpening in Photoshop. (The same is pretty much true for any of the controls in the scanning software.)
On the other hand, there are more options for sharpening in software like Photoshop, and that gives you more control. I prefer to sharpen in Photoshop instead of the scan stage because I use a nice plug-in that is easier and more powerful than trying to fiddle with the controls in the Unsharp Mask filter.
One school of thought for when to sharpen says that you should sharpen after scanning and before other software adjustments to adjust for a loss of sharpness in the scanning process (there's always some loss of sharpness in the scan when compared to the original slide), and then sharpen again after you've made all your corrections in Photoshop. The second sharpen stage is usually targeted to your final output size and media (e.g., inkjet vs. offset press vs. web site, etc.). Different media types will require different amounts of sharpening.
For other optimizations you could consider when scanning with the Coolscan:
1) Scan at the highest resolution (4000ppi) and 48-bit and archive the scanned files. This way if you ever decide to make a large print you've already got the best quality scan. The drawback is the files will be much larger, and the scan time per slide is longer.
2) Use the standard ICE setting for dust and scratches, unless you're scanning Kodachrome. On my Coolscan V ICE does not work with Kodachrome and the scans end up with ugly artifacts (this is a known problem with Kodachrome and ICE).
3) Calibrate your scanner with an IT8 target. The NikonScan software doesn't give you much control over color management, so if you notice that the colors in your scans are off you will probably have to calibrate. You'll need to get some software that will create ICC profiles for your scanner, like Vuescan or Silverfast, and use the profile when scanning. Vuescan and Silverfast are also both excellent scanning packages as well, though in my experience Silverfast's ICE does a better job than Vuescan.
The important thing is to experiment with the process before you embark on scanning all 1000 slides. You don't want to get halfway through and realize you've been using some setting in a way you really didn't want to. It's important to understand *every* adjustment feature and piece of functionality in the scanning software so you feel confident you're setting everything how you want.