I've written about sharpening with waterstones before. In general their advantage is that they cut quickly and clean up just as quickly. Nowadays the majority of the stones use are manufactured rather than mined, but there are still significant differences between them. In my opinion, the Shapton Professional Series Whetstones by Shapton are the best.
Why? Well, they don't require a long soak before they are useable. They don't seem to load up like some others I've tried. They wear longer than any other I've seen. And they are produced to tight tolerances so you can expect them to be flat and precisely to the grade that you expect. There are no unexpected larger grains of grit like you may find in a natural waterstone.
I have #1500, #5000 and #8000 grit stones. I think starting with a #1000 grit instead of #1500 would be a good idea though. It would help shape blades a bit faster. The #8000 produces a mirror finish and an edge easily sharp enough to shave with. Going to #15000 or #30000 seems like overkill to me.
Putting a sharp edge on your tools and cooking knives makes things go so much more smoothly. Take a few minutes and bring them back better than new.