My first 'sharpening' back in the early '80s was with the combination India, too. I bought the stone, an Emir wooden box for it, and an Eclipse jig. I couldn't get on with the jig; it kept falling off the end of the stone, so I ditched it very early (still got it somewhere). That is emphatically not to be taken as any sort of recommendation as to what others should do - it's merely my experience - and if a jig works for you, carry on, I say.
The other problem was that I didn't seal the wooden box, so it gradually became saturated with oil and then started contaminating anything it came into contact with, including the bench top. I wrapped it in a plastic bag, and looked for other ways of getting an edge.
Waterstones were fashionable at the time - quite a few positive mentions in the woodworking press - so I bought a 1000 grit and a 6000 grit King stone, and about the same time, a small 8" Tormek. Problems almost solved, except for the water and mess everywhere. The 6000grit did, however, show me what a really sharp edge was all about - like David C, it was a revelation. I can still remember the first paring with the first newly-sharpened edge off the 6000 stone. One of very few real 'wow' moments woodworking has given me.
Eventually, dealing with the water and flattening in a small upstairs back-bedroom 'workshop' became too much, and I tried ceramic stones. Expensive, but much less mess, bench-friendly, and very compact to store. A medium and an extra-fine did all I needed for some years. The medium is a bit slower-cutting than the fine India, but gives a slightly better edge. The extra-fine is as good, or better, than the 6000 grit King. I did find that they responded better when used with a little water (with a spot of washing-up liquid to kill the surface tension) on the surface to float off swarf, which tended to be ground in when the stones were used dry, needing a lot of scrubbing to remove later. For someone needing a compact and portable honing and polishing set-up for site work, these would be a good solution, I think - but keep a squeezy bottle of water with a dab of washing-up liquid in it handy.
A few years ago, perhaps out of curiosity, I went back to the India, pairing it with an Inigo Jones slate hone. (I've also resurrected my grandfather's old hand-crank grinder to supplement the Tormek.) This combination is excellent - bench-friendly (with the India in a box well finished with several coats of varnish), cuts quickly to give edges good enough for most chopping and roughing-out planning off the fine India, and just about the sharpest I've ever achieved off the slate (stropping actually dulled the edges!). Since no water is involved, I've found this to be the best compromise for me.
In summary - the combination India is fairly cheap, quick-cutting and bench-friendly, but needs a polishing stone and preferably a grinder of some sort to keep it company. The Waterstones cut fast and give excellent edges, but are messy, and really need a proper sharpening station set-up (preferably with a sink and running water) to really enjoy their benefits. Not a 'bench-friendly' solution. The ceramic stones are very compact, give excellent results (if a little slower than the India), are very bench and storage friendly, but cost a mint.
I've not tried diamond bench stones or Scary Sharp as a 'main' sharpening method, so can't offer any comment or comparison. If any of your tools are of the harder, more abrasion-resistant steels like A2 and D2, diamond stones may well be a better bet than oil stones, though the ceramics should cope with these steels adequately.
There just isn't a 'right' answer. However, there will be an answer that suits each individual and their particular set of circumstances. Don't let anybody tell you that one way is better than another - it may be for them, but it may not be for you.