An axe will have something around a 30-degree angle. See also the sections on convex edges and chisel-ground edges. Basically, a stone needs to cut metal off the edge. The stones below do this well, and for most of us our time would be better spent actually learning how to sharpen than worrying too much about the minor advantages of one stone vs. another. Get the biggest stones you can afford and have room for.
Big stones make the job much much easier.
The time-honored stone is the arkansas stone. Soft arkansas stones provide the coarser grits, with harder stones providing finer grits. Many people use oil on these stones, ostensibly to float the steel particles and keep them from clogging the stone. John Juranitch has popularized the notion that oil should absolutely not be used when sharpening, and indeed results from people using arkansas stones without oil have been very positive. However, if you have ever used oil on your arkansas stone, you need to continue using it, or it will clog.