There IS a noticeable difference between DMT's Fine and EF. Only question is which finish you'll prefer. I've become pretty fond of the Fine (600 mesh/25µ) DMT, as it's versatile enough to use both for re-bevelling and for finishing, with most small-to-medium-sized blades in any steel; makes a pretty ideal 'one-stop' solution. The EF is obviously finer, and might be preferable along with the EEF and finer hones and strops for edges intended for push-cutting, and if you're pursuing polished bevels with a more complete grit sequence. The EF could also be handy for quick edge repairs on small & thin blades (like traditional pocketknives) in simpler steel. Even then, in my own uses, I'm even using a 'Fine' DMT pocket/keychain hone for blades like those. Sometimes the really small blades benefit from a finer edge finish though, and an EF will also minimize how much precious steel is taken off of those already-small blades.
If you're pursuing polished finishes on BIG blades, the EF in a bench-sized hone might work for you, as part of the sequence. If your blades aren't very large, or if you're just looking for nice, quick working edges on EDC blades, a bench-sized EF might be more hone than you really need; you might do well enough with a smaller hone in the EF grit. Save the expense of the bigger bench hones for heavy grinding jobs in coarser grit; that's where the extra surface area really pays off. Once the bevels are set, it doesn't really take much surface area to refine most edges further. BUT, if your motion and technique are tuned to using a larger bench hone, then you still might be better off using one in EF.
As mentioned, the EF won't polish, but will leave a very refined 'satin' finish. With high-wear steels, the EEF DMT approaches polishing, but will still be somewhat hazy or cloudy; scratches will be deeper and more apparent on less wear-resistant steels. All of DMT's hones leave varying degrees of wicked-toothy 'bite' in the edges they produce, which is the best reason to use them. From at least the 'Coarse' (325 mesh/45µ) through the EEF (8000 mesh/3µ), any one by itself can produce great working edges, with minimal stropping only to clean up the burrs.
Might also look at the pics in post#2 of Jason B's '
The first sharpening' thread (link directly to that post below), to SEE the difference in finish between the Fine and EF DMT hones, and read Jason's impressions of changes in sharpness. I sort of think of that thread as the definitive example of what can be done with DMT's hones and stropping pastes, if your skill & technique are up to it.

:
http://www.bladeforums.com/forums/showthread.php/732635-The-first-sharpening?p=8091102#post8091102
David