A (slack) belt grinder will certainly give you a convex edge. Whether it's the right way to handle your kitchen knives is problematic. There's a lot to using a belt grinder, of which I know squat. The guys I know who use them are tool junkies. You might want to check out the Knife Forum, I know there are a bunch of belt sharpeners there. Thom Brogan who posts at Fred's Cutlery Forum (as well as the KF) is a good person to help you get oriented.
Stropping is used for whatever you want to use it for. Some people do it all on loaded and/or plain strops, some people reserve their strops for polishing. Also, there are other kinds of strops than leather on wood. When I strop it's usually to polish, and most of my stropping is done on charged balsa wood strops. But I know and know of plenty of guys who do it differently and for different purposes.
If you're going to stay with knives made from the same sorts of alloys as your Messer, oil stones will do as good a job as water stones. I have several sharpening kits, and recommend all the stones in my the oil stone kit. They're excellent quality and a lot of bang for the buck as well. They are: Norton Coarse India; Norton Fine India; Hall's Soft Arkansas and Hall's Surgical Black Arkansas. "India" is a Norton trade name, so it might have been redundant to include the manufacturer's identity, however the quality of Arkansas stones varies a great deal from quarry to quarry and manufacturer to manufacturer so "Hall's" is meaningful.
At the end of the day, water stones are slightly more efficient sharpeners, oil stones are a little easier to maintain, and a good oil stone is less expense and longer wearing than a good water stone set. But it doesn't make a huge difference. FWIW, most of my water stone choices are overkill for Messermeisters.
A "true" double bevel isn't easy to sharpen, but a "micro-bevel" is about as easy as it gets -- provided you sharpen well enough to get a good edge underneath. There's nothing wrong with a micro-bevel... you get all of the benefits of a double bevel at the expense of some extra maintenance. I'm not saying a true double can't be done freehand. It requires the same skill level as "thinning." Heck, a double bevel is really the same thing as a single bevel edge on top of a thinned section pretty much.
When you're talking about a Messermeister chef's knife, you're really not going to pull much more performance out of it than doing your best to sharpen it at around 17* and not worrying about multi-bevels or convexing. Get it thin, get it sharp, use a good steel between trips to the stones, and take it back to the stones when and as necessary.
If you must have a metal steel, RH Forschner rods are excellent and reasonably priced, rod hones. Get either polished, fine, or the combo. If you can afford it, the DMT CS2 12" ceramic rod is also very good. It's got a metal reinforcement rod inside the ceramic and is nearly unbreakable. The only drawback is that it comes (or at least used to come) sloppy from the factory, and requires some light sanding to get the refectory "blow back" off.
Hope this helps,