Like many, I technically started with sandpaper (using and eclipse style guide), but that didn't last more than a couple months. As soon as I realized I liked handtools I bought a norton 1k/8k combo stone. This served me very well for couple years, and though I no longer use it I still have it. I eventually got an MKII guide but that was also right about the time I got my 6" grinder. I sold the MKII about a month after I got it as I quickly started to prefer free-handing once i got my grinder (though I did keep the eclipse).
Not long after I started freehand sharpening I met Archie who was just getting into water stone and boy DID HE GET INTO STONES. Through him I tried Sigmas, Chosera's, and Besters, and Gesshins, as well as arkansas stones.
I ended up with a couple arks of my own as well as a couple sigmas and Naniwas of my own.
Today my primary method of tools is grinder (when needed) to chosera 800 to Naniwa Snow white 8k and then if I need and ultra fine edge (smoothers and parers) to my .5 micron chromium oxide. I mostly freehand on the hollow grind but have started to pull out my eclipse guide from time to time for certain blades. I still have a set of nice oil stones including newish india's, halls arks (soft and surgical black), as well a fantastic Pike No. 1 Washita that Dave Weaver sold me for a song. While I do like to bring my black ark down to the shop from time to time (and do love my oil stones in general) I mostly use my oil stones for knives and straight razors. For tools I have a strong personal (though not specific) preferance for a setup that involves a hollow grind and a pair of sythnetic stones.