Well, even if you use a finer grit stone, you will need coarser stones to thin the knife as you sharpen. I would get a 1K and something in the 3-5K range.
I would suggest a Nubatama Ume 1K Speckled stone. It's nice and fast, doesn't clog up much and feels nice on many steels. I would go up to another stone. I usually use a Meara J Nat or Rika 5K as my next step and then strop on leather to make sure the burr is gone and to give a little polish to the edge. The Latte 400 stone or Bester 500 are great coarser stones for thinning/chip repair. The Latte is a bit smoother and slower than the Bester 500, which removes steel very very quickly, but feels very scratchy and rough when using it.
This set is the Latte 400, Nubatama Ume 1K Speckled and Rika 5K:http://www.chefknivestogo.com/3pcset.html
Bester 500, Beston 1200, Rika 5K, deburring felt block and eye loupe:http://www.chefknivestogo.com/3pcstoneset.html
This gets you a stone holder, stone flattener and some strops to deburr on and refine your edge:http://www.chefknivestogo.com/stsetwiunhob.html
If you are on a tighter budget, this combo stone will be good:http://www.chefknivestogo.com/mrfa3stcoset.html