I won't go into comparing the two knives, since, I don't have experience with either of them - but I will comment on the "steel"
The rule of thumb is that the "sharpening steel" (it's really a "honing rod", which is what I will call it) needs to be harder than the steel of the knife. For Japanese knives, that will not include any European honing rods made out steel - the European honing rods are softer than the Japanese blade edges, and you will only end up damaging both knife and honing rod.
I like the Idahone ceramic rod. It's relatively inexpensive ($30 for the 12 inch length) and does a good job. The main quibble is: DON'T DROP IT! It is ceramic, after all, and has a tendency to do a little thing called "shattering", at which point you need a new one. There is a ring on the end of the handle, so you can hang it up safely. As for length, get the 12 inch length - you will want it.
The other two things you will need to look for are some way to sharpen your knives and a good cutting board.
Your shiny new scary-sharp knife will only remain scary sharp for a short while, before it starts to lose some of that scary-sharpness. That's just the nature of all knives. Getting dull is just basic nature when a knife is used. No one has ever made a knife which won't have some wear.
You mentioned that there is a sharpening service nearby. I am not a fan of professional sharpening services. Some are good - but I think they are the exception. Ask if they sharpen by hand - if not, then take your knife away from there - and learn to sharpen your knife yourself.
You will find that sharpening the knife yourself isn't all that difficult - and in the long run, you will appreciate your knives better.
The honing rod is used to keep your knife properly performing - by microscopically re-aligning the edge of your knife to push the edge back upright. Honing rods are very good at that - but to sharpen, you need to remove metal.
The basic method is by using sharpening stones. The best stones are usually considered to be Japanese waterstones. It does require some knowledge on how to do it, and some practice. First, look at this link:
The author, Chad Ward, also has expanded on the subject in a book, An Edge In The Kitchen, which was published around 6 years ago. I would suggest you go to your local library and read the book. The basic information is sound, but quoted prices are way out of date.
Also, look at on-line videos by Jon Broida of Japanese Knife Imports, Murray Carter and Chef Knives To Go.
For a first stone, consider something in the 800 to 1200 grit range.
Then practice with your Henckels to get that knife sharp, then with your new Japanese knife.
For the best scary-sharp edges, you probably will need several stones, in increasingly finer grits (and increasingly more expensive prices).
An alternative to full-size stones is the Edge Pro Apex. It's pricey initially, but the stones cost less, and the learning curve is a LOT quicker. You also end up with a more uniform edge.
Now, for a cutting board. To protect the edges of your knives, get a good quality end grain hardwood cutting board. Your knives will not speak out, but you will not end up saying #@$%& quite as often (significantly lower risk of edge chipping) - or having to get your stomach pumped quite as often (due to pathogens that are more prone to grow on plastic boards, compared to end grain boards).
Hope that helps