I like to use a knife board for sanding on. It supports the entire blade, which I like as I bear down pretty hard when rough sanding. It's just a piece of 2x2 or something profiled to a rounded point, sometimes with leather contact cemented to the surface, that I can lay a blade on and then clamp the tang to it. The board is in turn held in a bench vise. I find it much more sturdy than merely clamping the tang in a vise.
I use mostly post vises, heavy drill press vises, and woodworkers - style bench clamp/vises. I don't have a knife vise per se; the closest I've come is a bench vise in a vertical adapter. That can be handy.
I would truly love though, to have an engraver's ball. That's a specialty vise that's hard to substitute for. Of course, they're spendy.