Sticking to the OP's actual question -
If you beleive the Hype, DMT are the brand worth getting - for their single crystal daimond construction, but in all seriousness I can't speak against the ultex brand - simply because I've never seen one. I've tried cheapo brands in the past and found that not only are they often a lot more coarse and uneven grained than they claim, they can be warped rather than flat, and wear pretty badly. The uneven grain leaves deep scratches in your tools and the warp messes with any attempt to keep a flat or straight edge.
Even DMT will seem a bit coarse on first use - I find that gently rubbing them over with the back of an old kitchen knife conditions a diamond stone well, removing any loose or badly positioned grit, and leaving it ready to give the proper finish.
Having said that, and returning to the gist of many of the comments, using wet and dry on a good flat backing like glass or a granite tile or something, works at least as well if not quite a lot better. I do a lot of sharpening like this, but keep a small ultra-fine diamond stone in my pocket when doing a lot of chisel work - to touch up the edge occasionally if it feels like it's dulling.
Nic.
Edit:- Oh, and Diamond stones are very handy for sharpening scrapers, where having to sharpen a 90Degree edge on the steel usually rips any paper abrasive you try to use.
Edit2:- You also don't *need* any finer than about 240-400 grit, unless it's for carving tools, but finer makes the blades nice and shiny, marginally sharper, and (debatably) stay sharp longer.