They all work. If your Home Depot's selection mirror's mine, you'll be nabbing a 4" x 36" belt sander with a disc attachment. Pew pew pew, I know, but Jeff Clark uses one to start out his edges. The belt selection at Home Depot (at least the two near me) is a bit sparse, so maybe ordering from
www.trugrit.com or
www.customsandingbelts.com would be better. An 80 or 100 grit belt works great for thinning edges and 180, 220, 320, 400, 600, and 800 grit belts can be found. Try calling Hand American and see if Keith has any 4"x36" leather belts for final polishing of the edge or stick with a 600 or 800 grit silicon carbide belt and enjoy its finish getting finer and finer with every use.
Avoid open-coated belts for sharpening if you can. I got exposure to the lesson, but didn't actually learn until Bill DeShivs, Cliff Stamp, and Bastid schooled me on my choice.
If they have a 1"x30" or 1"x42" sander, nab it and go to
www.leevalley.com for your high-grit sanding belt needs (other places sell the coarser grits for much less).
Hope that's helpful.