To use Al's method, take a black felt pen and shade in the bevel of the knife. Then take two strokes on the stone and examine the edge. If you have maintained the proper angle then all the black will be gone. If you see black on the top of the edge it means you are holding the back of the knife too far from the stone. If there is black on the bottom of the edge but the top is clean then you are laying the knife too flat on the stone and you need to raise it a bit. Repaint the edge and try it again. Once you discover what the right angle looks like then just maintain that.
In summary: Peter Nowlan is a professional knife sharpener based in Halifax (Canada) and he recommends the KnifePlanet Sharpening Stone Set, a beginners and intermediate kit that includes 4 sharpening grits: 400/1000, 3000/8000, a bamboo base and the KnifePlanet Flattening Stone. The Japanese Naniwa 3-stone combination is also a great (and more expensive) choice, ideal for professionals and more advanced sharpeners: the Naniwa stones are slightly bigger compared to KnifePlanet’s. In both cases, a coarse, medium and fine grit combination is very effective to sharpen and refine the edge: