I've never had much luck with bare sharpening stones - it's too easy for me to get the angle wrong. I've got a Lansky 5-stone system that has worked very well for me for many years. It'll quickly sharpen everything from pen-knives to larger kitchen knives very quickly. You move the stone, not the knife, so it seems a little safer, too.
What I think is an advantage of this system is that (once you set up the stones with the guide rods, and it only takes a handful of seconds) the angle is fixed, so you could, if you wanted, change the angle on a knife edge without removing any more material than necessary.
But I can understand why someone might not want to spend the money. :-)
Another way to check for sharpness is to (very carefully!) lightly draw the edge across your thumbnail perpendicular to your thumb. A sharp knife will leave a mark - a dull knife won't. There are better ways to check for sharpness, though....
My $0.02. Thanks.
Cheers,
Scott.