Stones only play a part. It's about the process.
Kasumi finishing is an aesthetic finish, that is a secondary part of the process when thinning/regrinding san-mai/laminated steel knives and tools. Either you need to start on blades that were sharpened/finished masterfully so they are perfectly ground and only need to be worked aesthetically (If you're only using medium/fine stones, with the intent of refining the blade finish alone.), or you need to plan on doing the finish-grinding work on the blades yourself to get them evened out before you can even think of creating the beautiful Kasumi's you see.
I've started many a knife, with the intent of making it pretty on a 1K stone, only to learn that I'd just gotten myself into a major regrinding project.
Before Kasumi, comes the grind. This requires at least moderately coarse stones, and some imagination of the geometry you want to create. By making the blade road even, and shaped well, you make a knife that cuts well, and can later be made beautiful.
Learn about creating a 'Hamiguri' (Clamshell) grind, before you focus on making it pretty. 'Pretty' is something of a side-effect, of a knife that cuts well. 'Pretty' cannot happen without an even, and well shaped initial grind.
Use some cheaper knives, and regrind them on coarse stones to thin and convex them, pretending you are a knife maker. That will give you the foundational skills to create an even blade road on your better knives.
Once you've ground your san-mai knives well, you can start to finish them. Here's a general breakdown...
<300-600 grit (<300 for knives with very uneven grinds, or ones which need a lot of thinning. 600-ish for ones that are already thin, and were ground very well by the sharpener.) - At this level, you create facets. You zero the edge by pressing low on the blade, then you thin the grind up by pressing higher towards the shinogi line; maybe a middle one by pressing on the center of the blade road on a very high grind.
~1000-2000 grit - At this level, you can start blending the facets together using a rocking motion as you sharpen. First, start on the Jigane (Cladding) by pressing higher up on the blade towards the shinogi. Get some mud built up, because the cladding will help the stone release abrasive. Then move onto the Higane (Core Steel), by pressing your fingers towards the edge. Polish this awhile. Then, press between the two, to generate a finer third facet. Finally, twist your wrist to rock between them. This will start to blend the grind between the facets.
~ 3000-6000+ grit - At this level, you're just further smoothing the blend of those facets, and polishing the Jigane and Higane. Where you start depends upon the stone; whether you start on the upper part of the grind (Jigane), which you've convexed, or the lower part of the grind (Higane), before you start rocking between them.
There's a ton of different stones that can build a beautiful contrast. Some rely on a sound 'foundation' for the contrast created by a coarser stone, being built up, more than others. Without an even blade road, though, these stones will just create an ugly finish.
For the initial grind, I find that Shapton Pro 220, JNS 300, Naniwa Pro 600, and Shapton Pro 1000 are great depending upon how much cut you need. For really messed up grinds, you start needing to break out coarse sandpaper, or a belt-grinder. When working by hand, you'll develop the virtue of patience.
For the foundational kasumi/blending stage, Naniwa Pro 600, Suehiro Cerax 1000, and JNS Red Aoto are amazing kasumi-creators/grind blenders (Depending upon how much cut you want to achieve, and how coarse your previous stone was. The finer the previous stone, the finer the following stone can be.). The JNS Red Aoto is fairly fine-cutting, so cannot really do much for the grind, but it'll polish well enough you'll ask yourself twice whether or not you need to take the refinement higher. The Naniwa Pro 600 to JNS Red Aoto is a nice progression. The Suehiro 1K can progress up to a 6K stone.
For the final polish, there are some synthetic stones to refine the blend and the scratch pattern... However, I find a Belgian Blue Whetstone (Yes, it is a natural, but a cheap natural that typically costs the same or less than a good synth, and cuts really well with some mud.) with a slurry stone is a really fool-proof kasumi-polishing stone on a budget. It won't polish super high, but it will create and maintain a halfway decently polished contrast, and the edge it leaves is killer in the kitchen. Short of this, something like the orange Suehiro Cerax 6K, or the JNS 6K would be a good choice to get some polish on the core steel, and refine the cladding a bit.
After you create the finish, you micro-bevel on a very fine and hard stone of your choice... Maybe it's a 6K synth, or a natural...
Hopefully this helps. Just remember, to focus on the grind first, and then the finishing second. As soon as you start touching the primary grind, you start having to think like a knife-maker.