Thanks So-lo,
Competing with the edges you get from your EdgePro will be difficult free hand. It takes most folks a lot of practice. A lot more the using the EdgePro does. Don't get me wrong you can probably get a sharp knife quickly but the EdgePro can make a very consistent edge, progressing through the grits and never changing angle. That is hard to do for most. It sounds like you will enjoy it though and I think free hand sharpening is very rewarding, adds the freedom of not relying on the machine, and free hand stones pack and store smaller.
Sharp means different things to different people. Vassili's hair whittling is one good test. You should read that thread like he says. I have whittled hair but I think I lack the skill to do it consistently or need to try some different hair because sometimes I can and sometimes I can't with the same knife, hair, and sharpening. I mean I can whittle one hair and then not the next. Some probably don’t care if their knife can whittle hair, they may like a toothier finish then polished and their knives shave, cut paper and slice meat or tomatoes just fine. You can have an edge that will whittle hair but then run into a scratch and stop or cut the hair or catch on things when slicing. You have to decide what kind of edge you are looking for, what you will accept, and how long you are willing to take. Many are happy with sharp and some want it to look good too.
As an example, some folks go from 220# on a belt sander directly to stropping and the edge is very sharp. The stropping makes the edge much more refined, straightening out the burrs and or aligning all the little hairs of metal at the edge, but there are still big scratches left behind that come all the way to the edge and that are not affected by the stropping. Some like this better for certain task and on certain knives then a refined edge that is taken down to a polished mirror with all the previous coarser scratches removed.
If you do want a polished edge then I think you get to the end polished result faster if you depart from the diamond stones early on and switch to water stones. I am not saying diamond stones don’t work or do a good job. I just think they add work after some point in grit progression. You can get there many ways. With each progression to a finer grit you take out the high spots and work the metal down to the bottom of the scratches from the last coarser girt. The bigger the scratches the more work you do on the next stone. If the scratches vary in depth quite a bit, like they do coming from diamonds (especially new ones), you probably will get most of the scratches out with the next finer stones but not the deeper ones. Once you go on to finer and finer stones you will get those scratches out later.
Grit selection: The general rule in grit progression is to at least double the grit (or cut the micron size in half) and go no more then 4X the grit when changing to each finer stone. The bigger the step the longer you have to work with the next stone to get the scratches out from the last one (assuming you care to get them all out). Some stones cut faster then others and some leave smoother finishes then others for the same grit. Diamond plates cut fast but are rough and are not uniform in the scratch marks they leave. However not many things in free hand sharpening takes metal off as fast as a DMT extra extra coarse stone (or even a D8X). With all the DMT stones, especially the finer ones, you hear folks say, "break in" a lot. The diamonds setting higher in the nickel plating, that holds them on, and are the major offenders of the large variation in scratch pattern they make. These diamonds gradually get knocked off and the stone (first) over time and the stone becomes smoother and also acts like a finer grit. Eventual, when many of the diamonds are gone, the stone needs to be replaced.
Some things to consider in protecting you DMT stone(s). Apparently, you can ruin a DMT stone pretty easily by pressing down with too much force on a knife with fairly soft steel. The diamonds grab into the steel and get pulled out of the nickel platting that holds them on. I have never done that just read about it. This has also happened to some folks using them to lap water stones. DMT only recommends the D8XX for lapping but they leave quite big scratches and many folks use the finer ones to lap their water stones. Apparently the slurry created by removing grit from the water stones cuts the nickle holding in the diamonds. The D8XX leaves more room for the slurry to run off and any lapping should be done under running water. BTW, the Nortons come with a flattening stone.
When comparing grits, especially with your EdgePro stones, if you go with Japanese water stones, or if you mix and match stones remember there are several different rating or grading systems and they are drastically different. For the purpose of this discussion basically they are JIS (the Japanese system if you are looking at Japanese water stones), ANSI (the American system like common sand paper or wet or dry, DMT’s, and most emery stones, etc). and the EdgePro. I don’t know where Edgepro came up with theirs, but the EdgePro stones are much finer then anything else for their grit ratting. For example the EdgePro 320# stone is about the same as a DMT fine (which they rate at about 600#) and is somewhere between 400# and 600# sandpaper, which is about the same as a 1000# Japanese stone. Another example: the 800# (or 1000#) Edgepro stone is much finer then the DMT extra fine and about the same as a 3000# to 4000# JIS stone. So, this becomes pretty complicated when you talk about grits. The results are what count though. What stones do you have on your EP. That is why you can get an reasonable edge for a kitchen knife coming off the EP 320# and a pretty nice one from the 600# stone. Ben Dale recommends stopping with the 600# stone on most kitchen knives and says you are wasting you time with higher grits. I forget if he said 320# or 600# but I always go to at least the 800#. Obviously, this is not the case if you are concerned with mirror edges or harder knives with very obtuse edge angles like Japanese knifes.
I agree with Vassili that you don't need a full spectrum of stones (especially to get started) but they are nice and you spend less time with each stone when you have smaller jumps. Many are happy with one or two stones but that is not going to get you the kind of edges you are looking for and wont compare with your EdgePro.
Just a tip, if you are making very big jumps in grit and not trying to work all the scratches from the last grit out. Just increase the angle very slightly with the next finer stone and you will work the scratches on the very edge out faster and get a more refined edge much more quickly at the expense of some cosmetics. In addition, this doesn't work well for a chisel or a sushi knife with a flat one sided bevel.
I started with the Norton combo two stone set and I think they are great stones for starters considering the price. They do a good job. The jumps are relatively big, so you spend a little longer on each finer stone but the price is unbeatable around $30 a grit for a pretty big stone. The 220# stone dishes way too fast but it cuts pretty fast. The set is also a good learning tool. The higher grit stones work pretty well. The only reason to go to more expensive stones is probably the feel (feed back they give like you said “The sound and feel of the steel sliding around the stone tells you what you need to do much better than any guided system could”

, to add more grits, some don't dish as fast, and some of them cut faster and leave a smoother finish at the same time. Do you get that sound and feel you are looking for out of your DMT? I don’t, but that is just personal preference.
I think your DMT coarse is a great place to start off a collection of freehand stones. If you got a set of Norton’s your DMT coarse could substitute for the 220# side of the stone that wears and dishes way to fast. I think the 220# Norton would further refine the finish though after the DMT and then you wouldn’t use it enough to dish it very fast. Most of the time you probably wont have to start that coarse anyway. That is for mild reprofiling, setting edge angles, and repair of nicked and dinged edges (like the 120# on an EP). Most of the time you can start with the 1000#. After that the jumps in grit are very doable. Just be sure to work on each grit long enough to remove the scratches from the last one. The 8000# is very soft and you need to use stropping (trailing edge) strokes to avoid cutting into it (which is very bad for holding a sharp edge or keeping a flat stone). If I remember correctly Norton has some very good directions for using the stones and a DVD.
Good Luck which ever way you go and enjoy,
Gary