I used to do the freehand routine, and got very good results, and after finishing with the finest stone I had available, finished on a jelly jar to remove all the stone marks. later I was able to get sheets of .025 and 050 thick Aluminum oxide substrate material, polished and unpolished from where I work and used that. My dd got mad at me once when he borrowed my pocket knife to strip some wire back, as he used the "roll it on you thumb" method. He cut his thumb to ribbons on the razor sharp edge, and didn't realize it until he cut a little deeper, and discovered he had a half dozen somewht parallel cuts or more...
Why use the glass to "polish" the edge? A smoother edge lasts longer, and you can really see the difference if you look at an edge under a microscope. an unpolished edge has a real saw tooth look to it,especially with conventional slice or honing motions, and even a shallow slide action will minimize this but not eliminate it.
For while I also used the Fiskars mini crock stick pull through sharpeners (handle grip and smaller key-chain thumb grip) to finish off the edges, and I still keep a key-chain version in my hunting/camping fanny pack for in the field touch-ups. I'm not sure these small key chain units are still available from Fiskars, but they are worth getting of you can find them. Smith's also sells similar units, including one that is adjustable for angle
Lately I've gotten lazy and use the Smiths and Frost Cutlery BladeMaster Sharpening Fixtures, as I can get an exact edge angle without any effort. Of the two I like the Blade Master better overall, as it has four angles available, (15, 19, 24 & 29 deg.), compared to The Smith's 2 angles (20 & 25), however I have more different stone types in Smiths; but I can mix and match the stones since they are both rod controlled systems.
I will usually start with a very sharp angle to get the blade thickness near the edge thin, then in most cases give a final more durable edge at a slightly less sharp angle.