What tool? How aggressive? How much do you need to move?
You are going to want different tips (generally called 'mounted points') for different operations, and for use on different sized tools, from a Makita electric Die grinder, on down to a Dental Drill.
Cutting, carving, grinding, polishing, and buffing points are available. generally you get what you pay for, but you can overpay, too, if you don't shop around.
The stones that come with a Dremel tool work pretty well, but use the largest diameter stone you can, and don't expect the material to fly off fast. If you need to move a lot of material, look at carbide burrs. They work best with a fairly light touch, and should be kept cutting rather than allowing them to rub. Having a burr rattling around inside a crevice or hole is death to the cutting edges, and tough on the parts, too.
Then there are the rubber abrasives, aka Cratex tips. $$ but the best thing going for blending radii, and polishing hard materials.
Last time I bought stones for my Dremel was when PA (maybe House of Tools) had a sale on and were selling a plastic box with a bunch of mounted points, and a bunch of cut-off discs, for about $10 per kit, marked down from an unreasonable $35 or so.
Got a Jewler's supply outfit or a rockhound shop around? They usually have a decent selection, if not the best prices. I got a catalog from an outfit called Page and Wilson, (pwltd.com/ ) some years back. They may still be around the wet coast. DAGS for Grobet File Company, and see if you can get hold of a catalog there. Stuff for Jewellers and Watchmakers. Good stuff! It'll give you an idea of what's out there...
Hardened steel grinds just fine with stones, if using a rotary tool like a Dremel or a Die Grinder.
Cheers
Trev