As always, BDL and I agree and disagree perfectly.
1) I like combination stones for new sharpeners. I have not used the Imanishi stones, but I can say that the considerably cheaper King 1k/6k is a terrific place to begin. It is reasonably fast, soaks smoothly, and has a huge amount of feedback (which means that you can feel what you're doing). It also flattens easily, which helps a good deal. It is pretty much squarely between the soft and hard, perhaps a hair on the soft side, so that you can learn what you like. A 6k edge from this stone is pretty much a wow unless and until you have very good steel -- preferably great carbon -- and a very fine polishing stone along with a good deal of technique.
2) How long will this last you? Depends how often you use it, and for what, obviously. But I think that even if you sharpen a lot, as a home cook and sharpener, your interest in sharpening will probably shift before the stone is dead: either you will give it up as a much less fun thing than you'd hoped, or else you'll decide you need something fancier. And if not -- if you stick with it and find the King what you want -- you will, by the time you've worn it out, know a heck of a lot about sharpening and about what works for you.
3) Since sharpening matters to you, you should have an anchor knife that will reward your efforts. I generally encourage carbon, but I defer to BDL in the matter of brands, styles, and whatnot -- also types of steel -- because he knows WAY more than I do about those things. I know what I like, but that's about it.
4) I would focus on the chef's knife or gyuto. Pick up a cheap paring knife and don't worry about it. Same with a bread knife. You won't at this point need anything else if the gyuto is good.
5) In my opinion, your best bet is to sell the Shun set for what you can get. I bet you can get $300+, probably more, and in my view that's $150+ in your pocket. That right there is enough for a darn good gyuto and the King combi stone. I would not break up the set: frankly, bread knives are much of a muchness unless you get very perfectionist about it, and at this point your budget should not be oriented toward perfection. Cheap paring knives are what they are, and they're VERY cheap.
In fact, I'd go so far as to say this: if you dig around in your drawers, or at the odd yard sale or whatever, I bet you can get a King 1k/6k combi stone, a functional bread knife, and a functional paring knife for $50-$60 total. If you sell the Shuns for $300, that's $100 profit for the gyuto. If you sell them for $550, that's $350 profit for the gyuto. And in that case, I would buy a $350 gyuto (try Masamoto KS wa-gyuto, sez I). For me, it's all about that one knife around which you build a collection. If you funnel all your profits into that, provided you have a half-decent stone (and Kings are a lot better than half-decent), you will never regret it.