Travis Santelmann, you might want to read the book The Razor Edge Book of Sharpening, by John Juranitch. The author took the mystery out of freehand sharpening for me and made it into a simple, common-sense procedure.
I'm not an expert on knife steels so what works for me might not for you (I don't have any daggers), but if you need serious metal removal I'd suggest looking at the 60 grit Baryonyx Manticore bench stone. I tried higher grit stones (around 100-140) for reprofiling (relief grinding) but they were too slow and I didn't have the patience or time for them. I often use grits in this range to start finishing the edge after reprofiling, though.
I've tried both diamonds and stones made out of common abrasives such as aluminum oxide and silicon carbide. Usually the instructions for diamond plates say to just use light pressure. I find I can remove more metal faster using more pressure, so I go with non-diamond abrasives for that purpose. That said, after the burrs have formed and you're at the apex (very delicate then), only very light sharpening strokes should be used. At that point, I've found it doesn't matter much what kind of abrasive I use (assuming comparable grits, of course).
I don't need smooth, refined, polished edges, which saves me sharpening time and I don't have to buy very high-grit stones. I usually finish at 400-600 grit.
I'm not saying that any of this is the "best" way, just what works best for me so far, for what I need (my knives are mostly for sometimes hard wilderness use), after a lot of experimentation.