I bought a kit from DMT somewhere around 4 or 5 years ago. It's the one that comes with the clamp that holds the blade and it has the slots for different angles bla bla bla. I threw the clamp away when I bought it and I just use the diamond plates and sharpen by hand. I think their diamond ceramic plates are wonderful. Before that, I was strictly a stone guy.
This is the kit I use. I also use smith's 3 in 1 honing oil.
Sometimes, if i want things cray sharp, I use a strop block loaded with green paste.
This is where I got my strop block.
http://www.knivesplus.com/KP-STROP8-STROPBLOCK.html
For sharpening in the field, I keep a Smith's double sided sharpener with me. This is it.
I'm a firm believer in hand sharpening. I don't use any of the Spyderco setups or sharpmakers or anything like that. I've tried all of them and I prefer hand sharpening with stones / plates. Plus I think it's a very important skill to develop.
When i start sharpening, the first thing i figure out is whether or not i want to keep the edge angle the same or change it. If I want to change it, or if it has significant damage I need to repair, I start with a course plate and reprofile the edge. For either of these reasons, I change the angle to about 15 degrees per side. I use that angle for almost every knife I own and I dig it. If I'm not going to change the angle, I'll move right to the medium plate. I set the blade flat on the stone and then raise the spine until I see that the edge bevel is flat on the stone. Then I'll burn the angle into my mind. Sometimes it helps to think of something that is the same height as the spine is from the stone (example: the distance between the spine and the stone is the same size as the diameter of a dime.) I always do a few swipes per side, using light pressure at a time, switching back and forth. I start with kind of light pressure and reduce the pressure as I work and it gets smoother. By the time I'm done with the medium stone/plate, I'm not applying pressure at all. The weight of the blade itself is the only pressure. I never even mess with the fine plate. I'll either leave it at that or strop it at this point. If you've had to do a good amount of work, it's always good to strop, because inevitably you now have a burr (steel wire) on your edge that has to be removed. Always remember when stropping, you'll have to make about 4 times as many passes with that strop as you had to with the stones. The best thing to do is just try to avoid the burr. One other thing, I always have a very light coating of 3 in 1 oil on my stones. I clean the blades throroughly before i strop as to not gunk the strop up with oil or other contaminants.
I think that's it. Did I leave anything out?
One VERY important thing. If you can't get the knife sharp, it's you, not the steel. The crapiest steels in the world are the easiest to sharpen. Steels that are hard like D2 take longer because of how well the hold up. The steel doesn't want to give up any material whether you're using the knife or trying to sharpen it, that's why people want that particular steel. Common medium steels like 1095, 5160, O-1, etc. can get crazy sharp. It your knife isn't getting sharp, you're doing it wrong and you should try to find someone who can show you how to do it correctly or just look up videos and try try try. Practice is the name of the game.
OR... you could take the easy way out and get the Spyderco setup.