It depends on what your sharpening. It seens at least to me that some knives(metals) will sharpen good with one stone and better with another and worse with some. A few good ones to try, DMT, Arkansas stones medium being the best for larger knives, Japanese Water stones around 1000 for larger knives, India stones and ceramic stones along the lines of the Spyderco medium grit.

Fine stones will provide a very keen edge however, the edge generally knocks down quickly and is diffucule to maintain in the field. If you feel the need for that level of sharpness then I would put it on a smaller knife like a good folder.

The medium grit stones provide a very agressive edge thats hard to beat for general cutting and chopping chores and requires less work and time to maintain.