Well, there's always this shop tip: http://www.clcboats.com/shoptips/stitch_glue/sharpening_tools.html

You can buy jigs to help you sharpen block planes (that will make getting the angle right a little easier), those should be easily findable on amazon.  They'll also help with chisels, although after a while you really need a grinding wheel to put the concave edge back on a chisel (not a problem with block planes)

I've personally never sharpened a pull saw.  Those things seem to last so long that if it ever got dull, I'd probably just buy another one.  But haven't had to do that yet in several years of using it...

   Saws can be tricky with the tooth set and ginding. It might be best to utilize a saw sharpening shop when this is needed.

Bladed tools like chisiles, plan irons, knives, etc would depend upon how sharp you want them and how badly damaged the blade is. Badly damaged blades requrie a good grinding to the proper angle. After that a stone to 800 grit and then sandpaper on glass. Veritass makes an excellent honing guide that can even add a micro bevel to the cutting edge.

   You want you tools to cut smoothly. A tool that needs to be forced or pushed very hard will be dangerous if it moves off the material.

Also a sharp cut heals faster than a rip cut.

Here is a good system to sharpen chisels and planes.  It is simple, it works, and it doesn't require a huge outlay for waterstones.  You can get marble scraps at a fabricator, or get plate glass from a local glass shop.

dans-woodshop.blogspot.com/2009/01/sharpening-with-scary-sharp.htm 

As the others pointed out, don't bother sharpening saws - it's too much of a pain and they don't get dull that easily.  The point about sharp saws should really be read as "don't buy a dull second-hand saw". 

For chisels and plane blades I've used wet/dry sandpaper glued to a marble tile quite effectively with and without a honing guide.  In principle you could even 'grind' the bevel with that setup by using really coarse paper, though it's a million times faster to do it on a grinder. 

I'm now back to free-hand water stones as it seems to work quicker and quite well. 

In any case, if you have never sharpened anything, just  be brave and practice a bit with whatever system you settle on.  There's a bit of a learning curve, but you should be able to get reasonable results quite quickly. 

Thanks, everyone.  As ever, learning new things as I go.

Best