How often you cook, what you cook, and how you treat your knives (glass cutting boards anyone?) will have a direct impact on how often you need to sharpen your blade. It also depends if you use different blades for different tasks. You'll need a chef's knife or similar, paring knife, and maybe a heavy cleaver if you do bones and meat. A lot. I know others that use the cleaver like the chinese do. For everything.
You might get away with sharpening your knife once a week, month, or six. YMMV. I know many people who are good enough to use stones but take their knives to be professionally dressed once a year. One reason for this is because like me, many people have more than one knife, and the thought of spending an afternoon on all of them just doesn't sound like fun.
Here is a selection of stones : http://www.jbprince.com/cutlery/stones-and-steels-stones.asp?viewall=1
Sharpening steel will also help in keeping your edge, and I suggest you buy one of those as well. It basically reshapes the blade after use (or before, if you will) and keeps it straight. Learn how to use it because you can easily mess up a nice edge. Just remember that you don't use it like the actor that plays a butcher on TV.
I'll also suggest spending some time looking at previous threads. There is an industrial sized kitchen full of experts here at chef talk. There are many threads on this and related subjects with information that will boggle your mind.