I originally used a guided setup (Lansky), which taught the WHYs of the fundamentals, like why angle control is important and why forming, recognizing and cleaning up a burr is probably the most helpful thing one can ever learn to do in sharpening. Decent angle control minimizes and/or prevents edge-rounding, which itself could prevent one from ever seeing a burr in the first place (burrs never form on a rounded apex). If you never get past that hurdle, sharpening will always be a frustrating experience.
Once the angle guide showed me the importance of angle control and also gave me the first recognizable burr I'd ever seen, I was able to take a step up in my learning curve toward freehand sharpening. Once you know exactly what you're looking for, in terms of the burr and everything it implies (full apex), then it's much easier to focus on fixing what you're doing wrong.
After learning all that, my progress toward freehanding really picked up. And since I've been building my touch for freehand, I've never looked back. I can see the usefulness of a guide for producing cosmetically attractive bevels in cases where one might choose to do that. But the guide will never again be necessary, for me, in making an edge sharp. That's what it's all about.
Aside from the independence given by learning freehand, the most obvious advantage of freehand is the working speed it affords on a bench stone. A guide is useful up to a point, but then becomes a handicap in how it restrains the hands from doing what they've been learning to do. I finally gave up the guide when I started to feel like it was holding me back and slowing me down.
