When an edge is really banged up, I use my coarsest stone and a scrubbing, circular motion to grind it into shape. When it's ready for actual sharpening, I use straight strokes for control, and to keep the tiny scratches perpendicular to the edge. Edge-leading or trailing is one controversy I've not seen resolved... both work fine in my experience. I will say, it makes sense to go edge-trailing so the stone scrapes waste material away from the blade instead of pushing bits back into it, but I suspect the difference is pretty small.
Use low grit to remove a lot of steel, high grit to polish it keen. If your edge is reasonably well-beveled, which I suspect it is on your knives, 400-grit is on the coarse side (it will leave a sharp edge, no question). Likely, you could start (and end) with 600 or 800. You can go as high as you want from there. 1000 or 1200 grit wet/dry paper leaves a pretty darn fine edge; in fact, a 1200-grit on the blade as a whole would give a very smooth satin finish, although not a mirror (unless buffed*).
Buy name-brand sandpaper (black 3M paper is widely available in my neck of the woods in grits from 320-800, and is very clean and consistent.) The cheap stuff is cheap for a reason... uneven grit size that leaves ugly scratches, and it wears out fast. I find very little difference in the way paper cuts when wet or dry, but just a couple drops of water helps the paper (actually, the grit on it) last longer (keeps the steel bits from clogging it up, just as light oil keeps a natural stone clean).
Rigid backing (glass) and a stiff wrist to keep a "standard" edge straight, soft back (mousepad) to convex the edge just a bit.
RR, if I remember right you have two Clippers... sharpen one each way and see which technique/result is best for you. Either way you can get 'em good and sharp. A soft backing/slightly convex edge may end up a
little less sharp, but may stay that way a
little longer. Don't get too caught up in a micron of difference; some people (who only use their knives on tubes of newsprint and soda bottles :jerkit
are ridiculously anal about this. 99.999% of the time, shaving sharp is plenty good.
* if you have a buffer, get your knife as sharp as you can with the stones you've got, then buff the edge. I suspect it will be very slightly convexed, but it will sure be clean. Be aware, buffers are
dangerous. Don't be scared, just be careful.
P.S. these people who get bent out of shape about stones going concave must sharpen a helluva lotta knives. My arkansas stones are still pretty darn flat after many years. I have no trouble keeping a straight micro-bevel with them. Water-stones are a different story, they're meant to wear... the "slurry" produced by fine stone particles and water polishes the edge; many knowledgable people say there's no finer edge around. Water stones go up to
very fine grits, I think 2000? High-end katanas are mirror-polished this way, for instance.
I seriously doubt you're going to noticeably concave a typical commercial sharpening stone or rod with normal use. If this stone-wear thing really worries you, use diamonds or ceramics. The same techniques apply.
Did I mention, many ways to sharpen work well, and can allow you to develop a
very sharp edge.
Not that I've ever done this to a piece of scrap steel just to see what would happen 