I find it very easy to use a lot more pressure when using the EP than free hand. I'd suggest making sure not to use excessive pressure. Just let the stone do the work. I have the Shapton glass EP stones from 500 to 16k and love them. The 500 stone does wear faster than the finer grits but as someone else said it cuts very fast. Also, once a knife has the profile you want you won't need the lower grit stones very often at all. It will depend on how many knives you sharpen. I don't have very many knives to keep sharp. However, in an effort to improve my skill I have re-sharpened every knife in the house MANY times. Also, my desire to really improve also involved experimenting with different edge angles on different type knives. This means I've used the coarser grits 10 times more than I would have if all I did was keep the knives I own sharp. The EP does control the angle and is consistant but when it comes to that really refined sharp edge nothing will replace practice to improve using VERY light strokes and improving your "touch" when using the EP. Just like any tool. But, if you get the 220 or 320 Shapton glass they will work even faster. I am happy with the 500 grit enough that I don't plan on getting a coarser grit for the EP.
There is another option for the coarser grits though. You could get some moldmaster stones on congresstools.com and glue them to blanks you buy or make. The moldmasters are around $5 each and leave a very consistant scratch pattern. Since the scratch pattern from coarser stones will be completely removed 90% of the time it doesn't matter as much what type of stone you use IMO. But, if the coarser stones while cheap have large chunks of material that will leave DEEPER scratches than that grit suggests that might ruin your final finish. These deep scratches may not be noticed until using the finer grits (above 2k). When the bevel starts to look polished the random scratches will jump out at you.
But, if going the less expensive route isn't necessary the Shapton glass are great IMO. OTOH, they are the only higher quality stones I've ever used so I can only compare them with the EP stones and moldmasterss.