The first part of your list works out just fine. I prefer to do as much shaping (grinding bevels included) as I can before I heat treat. The reason being that after the heat treatment is done (heating, quenching, tempering) the steel is at its desired hardness and excessive heat beyond your temper will effectively ruin your heat treatment.
You may want to do some research/reading on heat treating. You have a very vague idea of what it is, but you have to realize that every steel has a specific process for heat treatment. Also, if you have no way of regulating the temperature in your forge, you will have a hard time heat treating anything other than the most basic carbon steels (i.e. 1084). Heat treating is the process that turns a piece of steel into a usable knife. Without it, you just have a knife-shaped-object.
Let's say you use some 1084 and make due with what you have (heck, it's what all of us do when we're starting out). Fire up the forge and let it come to temp. Place your 1084 in the forge and watch in carefully. If your forge isn't consistent in temperature throughout, move the steel around in the forge to get more even heating. As the steel begins to glow, pull it out and quickly test with a magnet. Keep heating until the magnet doesn't stick, and then, following a few more seconds in the forge to regain any lost heat, quench in oil.
While this may suffice for 1084, many other knife steels out there have to be held at a consistent temperature over the course of 10-40+ minutes. This is necessary to get all carbon and alloying elements into solution so you create a fully hardened blade during the quench. The more complex the steel, usually the longer the soak at temperature. Also, non-magnetic is just an initial indicator. For something like 18XX series, it may work fairly well, but many steels have a critical temperature above the curie point. This means you have to keep heating after non-magnetic and then hold that temperature for several minutes. This becomes a problem because with excessive heat (easy to achieve in a non-regulated forge), you get very rapid grain growth beyond a certain point which causes the steel to become weak relative to a correctly hardened blade. Judging temperature by eye is something that takes years of experience and consistent lighting. Overall, unless you're a well sooted blacksmith, I'd avoid using temp to determine temperature. It can give you an idea, but only that. If you can, get a shielded K-type thermocouple designed for kilns/forges and a pyrometer and install it into your forge so you'll have a better idea of what temps you're dealing with.
I'm not trying to discourage you, because all of us start somewhere, but I'm encouraging you to use the steel that best matches the equipment that you have for heat treatment, and realize that there is no magic recipe for heat treatments. Each steel has a very specific process that must be followed without too much variation to get the most out of the steel. Also, each steel has a different set of tempering temperatures in order to achieve varying degrees of hardness. Start somewhere, but then learn as much as you can. This is a great place to do that.
Let us know what steel, specifically, you are interested in working if it is not 1084, and we can give you some advice.
Good luck and have fun!
--nathan