Great, now you're going to get all of us into finding random objects to sharpen....
Impressive work on that key, theonew!
Back to the original point, learning to sharpen freehand is a valuable skill. Its hard to pack a sharpening kit (generally) if you plan on spending a week hiking. There are occasions where taking the time to pull out a Lansky set (or similar) to resharpen is a hassle, like on the job or in an airport terminal to sharpen a key.
The learning curve on freehand sharpening is somewhat steep, but there is lots of help on hand here at BladeForums. Once you develop the proper technique, it's a snap to pull out stone and whip up a razor edge.
It becomes highly addictive however. Soon you will be so picky about your edge you will find yourself sharpening or polishing an edge that is still sharp, but not *quite* sharp enough.
I like to carry a set of DMT Dia Sharp pocket stones. In my wallet I carry an extra fine, and in my bag I carry a coarse. Usual quick touch ups I do with the extra fine, and I rarely have to pull out the coarse.
Those stones ran me $12 a piece at a local hunting shop.
You mentioned that you EDC partially serrated knives, and with the DMT stones, you cannot sharpen serrations. I put another vote to the Sharpmaker, because or of the simplicity and quality of it. It takes virtually no time to set-up, and produces a quality edge ( especially if you end up buying the extra rods with it as well, though they are not a necessity) with relatively low learning curve.
Either way you go, good luck on your sharpening endeavors, and soon enough you too will be able to fashion razor blades out of house keys