Couple of thoughts...I have found nothing better than Japanese water stones--the synthetic kind.
For most sharpening you can get away with a 600 and a 1,000 grit. In 600 grit I like the Beston. In 1,000 grit I use a King. If you shop around you might be able to find a combination stone with two grits on either side. japanwoodworker.com is a good site for buying stones as well...
If you really want to do it right you need to flatten your stone from time to time. I use a 120 grit DMT XXC diamond plate for that purpose. If you use a stone repeatedly it will develop a dished out shape and its impossible to sharpen properly on a stone that isn't flat. Not only that but you are actually wearing out the stone prematurely by not flattening it.
I leave most of my waterstones soaking in a bucket of water otherwise the need to soak for about 15 minutes before you can use them. Also I use a very simple setup for sharpening with a stone holder I made out of common pine boards and a few deck screws in about 5 minutes. The tub it sits on is a plastic bus bin from a restaurant supply store (~$12 a couple of those bins are also great for boning out a deer FWIW)
A good place to buy your stones is chefsknivestogo.com