A few decades back I started with the pro gunsmith set from Boride:
BORIDE Pro Pistolsmithing Kit - BORIDE Engineered Abrasives
Over the many years that followd, I have probably added another dozen stones of different grit and shape from various other manufacturers
Yes there are several stones in that original kit that are unused since I purchased it, but I still think it is a nice place to start
I use no oil with these stones.
Remember to always take off less metal than you think is necessary and check the fit and function often before removing more metal