This is a topic I've been looking into for a while first as a collector and user of knives and now as an aspiring worker of leather and wood.
For a good understanding of what a sharp edge really is and what it takes to create one I would recommend delving into the woodworking world and some of the books published on the topic of sharpening tools for woodworking. Shoemakers may not have much call to sharpen a plane iron but the principles are all the same and understanding what you're trying to create in the way of a sharp edge is critical.
Leonard Lee's
Complete Guide to Sharpening (Taunton Press, ISBN 1561581259) is a good place to start and covers knives as well as woodworking tools.
For light grinding and honing I'm a big fan of sheet abrasives on glass as a grinding surface, regular wet 'n dry sandpaper glued down with a thin spray of contact adhesive is cheap, dead flat and cuts quickly. For heavier grinding a belt grinder with a decent 3rd party tool rest such as Lee Valley sells, or a home made version are quick and easy. Belt grinders have an advantage over wheels of more easily changeable grits, and a flat rather than curved grinding surface. A belt grinder will also let you sharpen larger blades like the ones in skiving machines which can be tricky to do by hand.
For honing, modern sheet abrasives; specifically 3M "micro finishing abrasives" offer higher grit counts and a smoother finish than even buffing wheels and polishing compound albeit at rather higher cost.
A good website detailing sharpening using sheet abrasives on glass including microscope pictures of the edges showing the scratch patterns can be found at
http://www3.telus.net/BrentBeach/Sharpen/ it's aimed specifically at woodworking tools but as I say, the principles are the same. A tina knife for example is fairly analogous to a skew chisel when it comes to sharpening them.
The questions of whether or not to use a jig is open in my opinion. While learning to sharpen I think they're useful because they can tell you what a truly sharp edge feels like to use and show you what you're aiming for.
The argument against using jigs is that sharpening freehand teaches you to hold the tool consistently, and that if you can't hold it consistently when sharpening you can't hold it consistently while cutting. Perhaps owing to my relative lack of skill I'm a bit unconvinced. As I see it, sharpening doesn't offer the same feedback as cutting, and the tolerances involved in sharpening are so small that you need
perfect technique to get them right.