When I got serious about sharpening, I first went to Walmart to buy a $7 folder knife for practice.
Then I sharpened that a _billion_ times until I got comfortable. ie: sharpen... whittle paper? No? Repeat/refine technique. Eventually, success, whittles paper! Then... sharpen... Whittle hair? No? Repeat.... Eventually, success, whittles hair! etc. That $7 folder is getting pretty ground down. Worth every dollar for the practice, and if I destroy the edge, I don't care.
If you can swing it, stuff like WickedEdge Precision Sharpener and the EdgePro are top-of-the-line for guided hand-powered sharpening systems. They're very nice, but very expensive. EdgePro is considered, by some, to have a taller learning curve than WEPS because the blade is not fully clamped. If you want powered, then ask richard j about paper-wheels (pricing, setup, etc.). If you are rolling in money and want a powered system, you can consider the Tormek system.
http://www.wickededgeusa.com/
http://www.edgeproinc.com/
http://www.tormek.com/en/
If you can't afford WEPS or EdgePro, then you might do what a lot of people do, which is something like a Lansky or Gatco kit. They're pretty good, although in my experience not quite as precise as I want. But they're way better than I can do as a free-hand noob. I went down this route, but ended up buying higher-end equipment later. In this price range, there is also the DMT guided setup and KME sharpening system, which seems pretty interesting.
https://lansky.com/index.php/outdoor/universal-system/
http://www.gatcosharpeners.com/sharpeners.mgi?mgiToken=41D30B03457BD4622E
http://www.dmtsharp.com/sharpeners/guided-sharpening/
http://www.kmesharp.com/kmeknshsy.html
I think paper wheels are a little more expensive than this group of sharpeners, but not by much at all; but richard j would be the authority here on what to buy (you can ask on his super-long paper-wheel thread). I think WorkSharp is also in this range, but I honestly know almost nothing about it.
http://www.bladeforums.com/forums/s...ing-wheels-when-your-time-is-important-to-you
http://www.worksharptools.com/index.php?option=com_virtuemart&Itemid=90
Finally, if you're crazy ambitious about building your own guided sharpening-rig, you can do that too. I did this, but it's not really recommended for the sane, or for people new to sharpening.
http://www.bladeforums.com/forums/s...Inspired-by-WickedEdge-and-ApexPro-Pict-Heavy
There also systems like the Sharpmaker (a "V stick") setup, and also sharpening ramps for hones, but I would consider those semi-free-hand setups. If you're having trouble with free-hand, I would start with a fully guided sharpening system, not these.
http://www.spyderco.com/catalog/details.php?product=77
http://www.youtube.com/watch?v=AXhrqfV5jvs
Oh, I forgot to mention the Scary-Sharp System is sandpaper on glass (like you are doing), but with a guided jig. I don't know that much about this for sharpening knives, but it's liked by a lot of woodworkers for chisels.
http://www3.telus.net/BrentBeach/Sharpen/jigarch.html#userjigs
There are a ton of other ways to sharpen, plus techniques etc. These are just the ones that seem common from what I've heard.
Hope this helps.
Sincerely,
--Lagrangian
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"What grit sharpens the mind?"--Zen Sharpening Koan