My advise is that if you have an expensive set of Kitchen knives, have them professionally sharpened. Check with some of you local restaurants and find out where they have their knives sharpened and get estimates from them. It's not all that expensive and you know the job will be done right.
Sure, you can buy sharpening stones and do the job yourself, but if you don't know what sharpening stone to use, you probably don't know how to properly sharpen a knife. It's not rocket science, but if you don't do it right, you will never be happy with the knives you spent so much money on..
A properly sharpened knife should only require occasional touch-ups with a sharpening steel just to hone the edge and remove any burrs. Commercial kitchens and professional chefs use their knives far more than most people will use them in their home kitchens and they don't require that much sharpening, but they also don't use their knives in a manner that will cause undue dulling, and only use wood or certain nylon/plastic cutting boards.
...Rich