Pete,
My recommendation would be to look for a used Schrade USA (not the current Schrade, but Schrades with USA on the tang stamp) Old Timer stockman. These are made with 1095. Look for the patina (discoloration) on the blades. Easy to find on the auction sites. More details...
First, I'm no expert. Just a hack. I think you'll get a ton more information posting this to the Traditional sub-forum.
Blade shapes - a short pen blade and short spey or Wharncliff style blade are needed for detail work. It's just not really feasible to choke up on a longer blade for controlled detail work and with a spey or Wharncliff, you can really control the point for detailed work. I love Opinels and carry one nearly every day. But I don't really whittle with mine. I do work wood - things life featherstick and cutting brush and the like. But the blade is too long for detailed work. Some folks modify Opinels for whittling by grining the blade to a short Wharncliff. Search in the Traditional forum to find examples. But before you do that, just grab a stockman to get started.
Grind - A flat grind is best, imo. Learn to sharpen by hand and you'll naturally convex the blade. Buck makes nice stockman knives but they're hollow ground.
Steel - I prefer a fine grained steel that is fairly hard. The harder steel can be taken to a fine edge without rolling. One reason I'm suggesting the old Schrade USA stockman is that they ran their 1095 up in the 59 Rc range. It's just great stuff. Fine grained stainless is excellent too: 420HC (Case, Leatherman) or 12C27 (Opinel) are great. One reason these steels are great is that they are super duper easy to touch up. Quick touch ups keep the blade sharp and a sharp blade makes the work fun.
Stone - Get a small sharpening stone. Learn to sharpen free hand by not worrying about burning up the blade. Cheap knives are just fine.
I actually use a Leatherman Micra. Sounds nuts but it works for me. They're dirt cheap (I buy them use in bulk on the auction sites) and I'm willing to regrind the blade to a Wharncliff and reprofile the edge. With the tool opened full length, it's actually pretty comfortable for whittling. I did finish a ball and cage, thought I restarted the project with some bass wood.
Micra whittling by
Pinnah, on Flickr
One reason I do this is that I always have the super useful Micra in my LFP (and Opinel in RFP).