The most difficult part of sharpening to learn is that you don't want to keep the blade at the same angle throughout the entire stroke. It's the angle of the edge you must maintain.

Stainless blades tend to raise a burr along the edge, and the softer the steel the easier it is to raise a burr. When I get done with the major honing at the basic angle, I raise the angle just a bit and make a few light finishing passes on a hard Arkansas stone to remove the burr. Finishing the very edge on a steeper angle will also help the edge last a little longer, as Polkat mentioned.

Then I go to the leather strop, which I've covered with jewelers' rouge, for an edge with a high polish. When I'm done, the blade is not only hair popping sharp, it's sharp enough to cut a hair lengthwise.

For blades made with hard steel, it goes much faster to use diamond hones. Best thing about diamond hones is they stay flat. Arkansas and carborundum stones will dish out after long use.

For a beginning freehand knife sharpener, I'd suggest buying a Helle or some other brand of traditional Scandanavian knife. With them, you don't just work the edge itself, but you lay the entire bevel of the blade on the stone. You can feel when the bevel is flat on the stone all the way through the sharpening stroke, and that will help you learn how to maintain that constant angle.