Brad - I have the Edge Pro Essential Set that comes with the Shapton Glass 500, 1000, and 4000 grit stones. It also has the drill stop collar, which is essential to maintain the same sharpening angle when using stones that vary in thickness. You can get your European and Japanese knives, even those with more wear resistant steels like M390, absolutely, ridiculously sharp with this kit.
The Shapton 500 grit stone is sufficient to start a sharpening progression if you are following the existing edge bevels on your knives and not removing too much metal. If you intend on changing the bevel angles, or thinning a knife, actions that require removing larger amounts of steel, you'll need a coarser stone or diamond plate. The Shapton Glass 320 is a good stone for this purpose. The Atoma 140 diamond plate is fantastic for metal removal, albeit much more expensive.
I recommend keeping the same bevel angles on your knives when learning to use the Edge Pro system. Practice getting them sharp, removing as little metal as possible, while still developing your burrs at each grit, etc. Once you are comfortable and confident doing this, then you can move on to changing bevel angles, knife thinning, micro bevels, etc. Start with the stock Essentials set, then purchase a coarse stone when you have the need and have the Edge Pro skills.
You'll need a diamond plate to dress and flatten your stones. I use this DMT 2x6 double sided plate for flattening: http://www.chefknivestogo.com/dmt2x6diplfo.html
You can also use the coarse side of this DMT plate to take some metal off the bolster so you can sharpen the entire blade edge.
You can probably stop at the Shapton 1000 grit stone for your European knives. The Idahone ceramic 10" or 12" hone is great for maintaining the edge of your European knives between sharpenings. Japanese knives with good steel that you sharpen all the way to 4000 grit would benefit more from other edge maintenance methods such as stropping. One good way to strop without purchasing extra equipment is to setup your Edge Pro with the 4000 grit stone to the same angle you sharpened a particular knife, then use a few light edge trailing (or stropping) strokes to touch up each knife that you sharpened to 4000 grit.
Get the Edge Pro Apex. It's a great device!