My best advice is to go to the local flea market, buy some stones, which usually cost less than a combo meal, and you can get old natural stones sometimes. While you're there, buy a SAK or two, unless you have one that you don't care if the edge is mangled and shrunk. SAKs are very easy to sharpen, respond quickly to stones, and are cheap so you can sacrifice a few. Also, plate glass and wet or dry sandpaper works great as a system, and for filling in gaps between grits on your stones. I don't know what the grit of any of my stones are, I just know how they cut.
If you REALLY want to get into it, get some river rocks next time you're out camping or fishing or whatever. Make sure they are pretty flat and rub the flats together until they are a uniform surface. I have three sharpening stones that I found and flattened.
Good Luck,
Connor
PS I have found that the best stone for sharpening SAKs is one of the old "Carborundum" stones. They are usually pocket sized stone, but they don't wear quickly, can be used with water, and cut quickly and leave a hair popping but still strong edge.