I like a 2-3x grit progression, so 1, 2, 4 or 1, 3, 6, or mix and match within that progression 1, 2, 6, which is my most commonly used progression.
Like Jeff said, the western stuff wont benefit from much more than the 2k Naniwa Green Brick. The harder Japanese stuff could go higher, but most on the forum work with finishing stones in the 4k-6k range. Some do go much higher, 8k+.
Something like the Arashiyama 1k, 6k stones with the Naniwa Green Brick for the western steels and as a midway between the two. I have not used the Arashiyama 1k, but I have both the 6k and the Naniwa and they are good stones. The Naniwa is a much softer stone.http://www.chefknivestogo.com/ar10gr.htmlhttp://www.chefknivestogo.com/naao2kgrbr.htmlhttp://www.chefknivestogo.com/takenoko8000.html
I also really like my Shapton Glass stones. They are probably faster working and they are very hard, slow wearing stones, but they do not "feel" as good. http://www.chefknivestogo.com/sh2pcstset.html
The Mr. Knife Fanatic set is also very popular, and I have not used it, but the set leans on the ability of the Green Brick to polish to a higher level of refinement than its 2k rating. http://www.chefknivestogo.com/mrfa3stcoset.html
Jeff's recommendation of strops is also a good idea. Strops can be used between sharpenings to freshen an edge or at the end of a sharpening session to extend the level of refinement. I have used 1µ and 0.5µ diamond sprays on balsa wood with good results.