I second what rickh75 said... I've tried a bunch of knives, the white rubber handled Dexter-Russells are the best, with the black rubber handled Victorinox's a close second, though for me they didn't hold an edge as well.
On the Dexters, I use the model S133-8, it's an 8" thin fillet knife. I buy mine at Seattle Marine Supply, on West Commodore Way behind the Fishermen's Terminal in Seattle. They supply all the fish processing ships, so they have a good selection of knives of all kinds. I think S133-8 is about $20 with the plastic sheath included.
As far as sharpening goes, I've tried a bunch of gizmos also. I think once you have it sharp, all you need is a butcher steel to keep it that way... all those sharp v-shaped steel sharpeners that look like little blades take too much metal off the knife's blade. I use a v-shaped sharpener, it's got an orange plastic handle and two v's of ROUND steel (not sharp), one is a butcher steel, one is a little rougher. It works pretty good. Last time I was at Seattle Marine, though, I asked them what the commercial guys use, they showed me a butcher-steel like thing that was flatter, about an inch wide, and coated in diamond dust. They said it's very popular and works really well. It was about $27 if I remember. I plan on getting one soon and I'll post how it works.
I try to keep my boat knives separate from my house knives, of course, yesterday, I went fishing, got the first fish in the boat, and realized I had forgotten all the knives at home.

Luckily, Dogfish was there in Sekiu and had a knive with him... thanks Andy!!

I also use a ceramic sharpener on the boat, so it doesn't rust.
Remember, you can fillet fish better with an 8" fillet knive than with a 6" boner!!

-N.