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I've tried a few things, only some work for me.
Those shit little V-shaped sharpeners you pull the blade through:
Utter trash, never use them. Don't believe anyone that ever tells you otherwise.
Lansky sharpening system:
Weird to set up for certain knife profiles, does a decent job but I don't like it and thus I stopped using it. In fact, I don't like most "guided" systems; most of my blades I'll put a convex edge on.
Worksharp field sharpener:
I keep it in my tool bag at work now. Works decently for soft steel and simple blades. Good for use at work since I beat my knife up and need to sharpen it often and it has just about everything I need in a small-ish package.
Fjallkniven DC4 (800/14,000 grit):
Decent field sharpener for some maintenance on long trips and small enough to bring without worrying. Haven't used it enough to form a proper opinion, but I don't use it at home, it would likely need a step in between.
GB Diamond axe file:
Works pretty good, but pricey for what it is. Keeps my axe fairly sharp and easy to take out chips in the blade but not so good for a knife.
King whetstone 1000/6000 grit:
I really like whetstones, they work great and probably the most useful overall. It's a shit stone, but it was cheap. A decent learning curve but quick when you get the hang of it. Keeping it clean and flat is important, it's quite the process.
To get things shaving sharp I hit it with the whetstone for a while on the 1000 (if it needs it), then hit it on the 6000 for a much longer while, then strop it on some leather on a flat surface with green compound on it. It takes me a while at the later stages since there's big steps in the grit differences, but whatever.