Setting aside some personal issues which probably don't apply to you, a lot of good knife technicians don't like Shun chef knives because most of them have a German profile AND a very high tip. For a lot of us, that means a lot of "rocking" to get the back of the blade down to the board, and bringing the handle high to get the tip down -- taken together the knife needs too much pumping. French profiles, which are significantly flatter and more agile, reward sharp edges and good technique. German profiles bring power to the party, which is more helpful for dull knives. At the end of the day, even with professionals there's no vast majority, it comes down to taste. If as a home cook, you really want to improve your technique, I think a French profile will serve you better.
What do you want from sharpening? Glad you asked. How much time, effort and money are you willing to put in? Is "sharp enough" sharp enough? Or will you only settle for "extremely sharp?" Do you really want to climb the learning curve associated with bench stones when there are some very good gags, much easier to use? Are you willing to spend the money on EP? Toothy edges can be the product of a poor choice, or knowing how to control your kit.
Tojiro DP is a good, but unspectacular entry-level knife. It's "san-mai" (Japanese name for a particular sort of triple-layer laminate) which I don't like because san-mai knives (including Shun) feel numb and unresponsive to me. A friend compares the feeling to wearing a condom -- which is a fair description if a bit overstated. We're not alone in our judgement, but it's definitely a minority opinion. Because of your relative lack of experience, it's not something you're likely to notice. A lot of people don't care for the Tojiro DP handle, because it was boxy and poorly finished. But the current handles seem to be better, and it doesn't seem to be much of an issue anymore.
There are other very good, inexpensive knife choices for what amounts to the "decent Japanese knife" class. The Fujiwara FKM and Artifex (made in the USA) are both excellent choices -- each, actually less expensive than the Tojiro DP.
At the next level up, I like the MAC Pro and the Masamoto VG quite a bit; and there are lots of other good choices. A lot of people like the Kagayaki CarboNext (semi-stainless) but it had a history of coming very dull -- which is not a good thing for a new sharpener. The Kikuichi ITK (also semi-stainless) is good. If you're ready for a "laser" you might want to think about the new Konosuke stainless.
You'll spend more for an SG2 knife than you would for something made from a more normal alloy; plus the advantages of a super hard metallurgic powder (such as SG2) tend to overstated by people who overvalue hardness. There are always trade-offs.
I generally don't recommend VG-10 knives. With the exception of Hattori, the Tojiro DP, and (perhaps) the Kagayaki they tend to be chippy -- at least until they're sharpened a few times.
You can do an excellent job of sharpening almost all of the alloys commonly used by Japanese (and Japanese "type" makers), with ordinary, synthetic water stones of reasonably good quality.
There are cheaper ways to get started, but the three stone kit from CKtG including the Beston 500, Bester 1200 and Suehiro Rika (3K to 5K, depending on how you use it), is an excellent choice for beginners who want to start with a high-quality kit. I have the Beston 500 and Bester 1200 in my kit -- along with a Chosera 3K and a Gesshin 8K. If I were doing it again from scratch, I'd go all Gesshin: 400, 2K and 8K, but that kit is probably a great deal more than you want to spend.
If you're going to buy a DMT plate for flattening buy the XXC, it's more expensive but much faster than the XC. Atomas are better still, more expensive initially, and cheaper in the longer run. There are cheaper ways to flatten than using a diamond plate, but they're much messier. I use a DMT XXC.
Keep asking questions,