It is nearly impossible for the normal knife enthusiast to not leave sharpening marks. That is, with out the use of high speed buffers that are present in the factory setting.
This works best for me. I use a sharpmaker, medium grit and fine grit, or any combination of the two depending on how dull the edge is. I then follow up with Veritas honing compound, available at Lee Valley on the web, on a leather strop. The compound is .5 microns grit wise and leaves a mirror polish on the edge. Too much stropping can round off the edge and you'll be at square one. With some practice, you'll be a pro.