Also look here:
http://www.dick.biz/ (under tools, then "sharpening tools") They have some nice natural stones. Also check
http://www.shokunin.co.uk/shokunin.htm They have a wide selection of stones, including some large brick size coarse stones. They also carry the highly reviewed Arashiyama (storm mountain) in 1, 6 and 8 thousand grit and a mountian stone in 10k grit (the kanji on the stone is Kitayama or North Mountain, which is also very highly regarded). The King super stones are also nicer than average.
In the coarse 120-340 grit, it is best to get a single stone as the coarse stones wear quite fast and you'll probably use them a lot (particularly since you mentioned "axes" 1000 grit stones also get used a lot so a single stone there would probably be good. If you want to save money with combo stones, then do it with the fine finishing stones since they wear slowly and you don't use them as much. So, maybe a 220-300 grit, an 800-1500 grit and a 4000/8000 combo stone would be a good set. That little 800 grit sickle stone would be a good field stone for touching up the old axe.
If you go natural, you'll want an arato stone (big as you can get) a binsu (about 800-1200 grit) and an awase stone (finishing about 5000-8000 grit)
In Europe you can probably also get Belgian blue stones reasonably, they're about 4000 grit and the Belgian corticle stones run about 8000 grit (they are waterstones that use garnet as an abrasive)
For hard, high vanadium tool steels and some stainless steels you'd probably be better off with the artificial stones as they use silicon carbide, aluminum oxide and chrome oxide as abrasives. For regular carbon steels and regular stainless, the natural stones and Belgian stones will do a decent job.
If you want to relate the Japanese grit sizes to your European standards, here is a table I made to show the abrasive particle sizes in microns plus the allowable statistical error margins.
http://members.cox.net/~yuzuha/jisgrits.html