Scary sharp with a jig is certainly a good way to start, though if you can find a mentor, learn to sharpen freehand (shouldn't take more than 20 minutes to get the hang of it.)
I use jigs (Veritas and Kell) to dumbly regrind or reshape blades, but otherwise work freehand.
I wouldn't say it's very much quicker, or even that using a jig is too much hassle (though I do touch up much more frequently now I can just pick up the tool and present it to the stone - and by the same token, 'sharpen' a whole lot less.)
The main plus is that some blades can't be sharpened with a jig (router blades, marking knives, tiny blades) and so sharpening all this way keeps me in practice, and I get to work the entire surface of my sharpening medium.
It also avoids obsessing about honing angles and the like, which quantitatively don't matter (oops, sacreligous statement there. :twisted: )
Re scary sharp, I would recommend afixing the sheets with spraymount or similar. When I started, using a jig and wet'n'dry just held in place with water, I made an awful mess of my blades (very shiny, but so badly rounded that every honing turned into a regrind)
Now I use waterstones for sharpening and arkansas with soapy water for touch up. The arkansas sits on the bench where I'm working.
Cheers
Steve