The majority of stones you'll run across are of the synthetic variety unless they are labeled- Arkansas, India, or Water stones.
Water Stones- I've only used a couple water stones in my life but I wouldn't recommend these for a beginner to hand sharpening. Mostly because they're expensive and require maintainence and skills that the others don't. These certainly have their place I just dont see them as right for a beginner.
Natural Stones- I've used a bunch of different natural stones and have to admit that my opinion is very subjective as to just how the stone feels and cuts. While I may like one perticular stone I may dislike another just based on how I FEEL about it. I always seemed to like the harder varieties of naturals for the final finishing stone.
Synthetic Stones- Seem more consistant than naturals and tend to cut a bit more aggressivley with less wear to the stone. I'd personally go this route over naturals. If I wanted to get started on the right foot with I'd go with this 8" Norton set with two syntetics and a natural stone-
http://www.sharpeningsupplies.com/N...serID=24853615&SessionID=iTUzbKbom8PzqQOhmUjN
Diamond Stones- Been wanting to try these forever and finally picked a couple up at the Bladeshow. These are pretty much no maintainence stones that should last forever. In comparison to the the other types they are VERY aggressive in comparable grits which is a good thing. Faster cut equals less time to produce a quality edge. I lucked into a crazy deal on Sunday at the Booth for Smith's Sharpeners and got a deal on two stones for $30 because the plastic cover had a crack

... score ! These are what I got-
http://smithsproducts.com/products/product.asp?id=19&cid=4
http://smithsproducts.com/products/product.asp?id=20&cid=4
Now that I've used these a bit I can HIGHLY recommend them. They'll produce a hair popping edge with minimal effort. One caveat that may be an issue to a beginner though is the holes in the stones surface which can catch the tip of the blade while sharpening. I've found that I can position my blade on the stone so I end up on the solid section when I get to the tip and this solves that problem easily. I can see where one may like the stones even more if they went with the DMT stones that are solid surface like these-
http://www.sharpeningsupplies.com/DMT-8-Dia-Sharp-Diamond-Kit-P405C24.aspx
I'm impressed enough with the Smith's stones that I'll probably add a DMT 1200 grit and an 8000 grit like the ones above for the added ability to produce task specific edges but as it stands the 750 grit stone I've got produces an excellent edge.
If you want to get started with an inexpensive stone that'll give a shaving sharp edge I got one of these for my nephew to learn with and it's also a quality stone-
http://www.smkw.com/webapp/eCommerce/products/Norton®/Norton®+8"+Crysolon+Pike+Stone/NTJB8.html
Thats my take on stones.
-Josh