Although I still fight with the occasional burr, I have learned to deal with it (with much help from Joe Talmadge's FAQ).
In fact, I suppose very little of what I say now is not found in his FAQ on sharpening, available on this very site.
Once I have done with the primary sharpening, I switch to the side of the blade opposite the last stroke(s). I lift the spine-edge of the blade to almost double the normal angle used for sharpening, and VERY LIGHTLY grind the blade on the stone in the same motion (just lighter and with a much higher angle) that I used for primary sharpening. One or two strokes, and then I switch to the other side.
My own modification is that I use either a blue or a white LED flashlight to detect the burr. Holding the knife a few inches from my nose, spine toward me, edge away from me, I shine the light down onto the blade from spine to edge, following my line of sight. With a little movement to optimize the reflected angle, I can check for the reflection that a burr would throw back. This works: I know because I can clearly see a burr on the side opposite the last side on which I stroked, and none on the other side. In fact, if I do one or two strokes on the burr-side, I can then see the little ridge of blue or white light on the next side.
This of course has nothing to do with getting rid of the burr -- only detecting it. To get rid of it, you still just use the higher-angle, far-lighter-pressure technique. I usually don't have to do anything special i.e. strops, compounds, wheels, steels, etc. Just a plain old Spyderco Ceramic Bench Stone or Profile, medium grit. On some rare occasions I will use the white fine grit stone.
-Jeffrey