Only use the good ole jewelers saw. I tried a table type jig saw a couple of times. It just runs too fast and breaks a lot of blades. You can cut pretty fast with a jewelers saw and good blades. Make sure you use blades intended for steel. Softer blades will wear out quickly even in brass or silver. I use Swiss/German blades. The main thing about using a jewelers saw is to move the blade forward some as you pull it down and feel your way through the work. You speed up and slow down and turn based on feel. A jig saw just doesn't have any feel. Just keep it simple. A drill press and bandsaw can be real useful in gun building, but not much in the way of other power tools. A metal lathe is good for making parts and tools. However, you can get by without any power tools. Resist the temptation to buy expensive power tools. Your money is better spent on good quality used hand tools. As long as you learn to properly sharpen your hand tools, you will not regret buying the hand tools.
As to sharpening, you can buy lots of stones and sharpening devices. I have gotten the best results out of DMT DiaSharpe diamond hones. I have two 2"x6" stones. One has a course grit on one side and an extra course grit on the other side to use for reshaping edges. The other stone has a fine side and an extra fine side that is used for routine sharpening and honing. Glue a 4" x12" piece of thick leather to a wood board for use as a sharpening strop. Use Simichrome polish on the leather. As I said, you could spend more, and I have, but you won't get a better result.