Order a Spyderco Sharpmaker, watch the included instructional DVD. If you only have SAK's, it would be good to practice on them first, or you can practice on el cheapo kitchen knives. After you learn what edge you are looking for, move on to the stones. I use an EZE Lap folding hone, never could get the hang of stones.
I asked about the local hardware store sharpening some of my blades, they would hold onto them for a long time, and it would cost more than some of the knives cost. Big thanks to a local knifemaker, Scott Gossman, for putting me on the right path in regards to sharpening.