Not knowing what Lansky system you have it still makes sense to start with the more coarse grit hone and work your way up hone by hone...depending on the needs of the knife, what you are trying to do, etc...until you reach the end point for the knife.
I started with the basic three hone Arkansas set and have added the three diamond hones and the two ceramic hones. I feel this grouping handles the variety of steels in my knives from 1095 to Elmax.
I sharpen my knives to different levels and finishes depending on use...my work knife, a HK Plan D, gets sharpened to the Arkansas "black" then a few passes on the strop to clean the edge. It gets used hard at work and there is no need to put a polished edge on it...I usually have to strop it every day, after work, to keep the edge where I like it.
The knife that gets the most attention at the moment is my ZT770cf...I go through the hones for a full sharpen and finish with the yellow and blue ceramic hones finishing with some strop time.
Both these knives are sharpened at the 17 degree angle on the Lansky. I decided to sharpen to this angle just for the hell of it. An experiment, if you like, just to see what happens and how the blade/edge holds up to use, hard use...they hold up quite well. I may decide on the 20 degree angle eventually as an angle that is a bit more robust than the 17 but still as keen an edge.
My other knives see less use so need less attention but when I have to use them and they need sharpening or touching up I generally sharpen them to the angle and level of sharpness that is needed for the work they do.