Hi Alan,
The DMT is a decent way to go. Personally I do not think they last long enough for their cost. That said and in answer to your question, jumping from the fine DMT to an 8000 may be too big a jump.
If you are thinking about the Shaptons, you may want to consider getting the 1000 and the 2000 in place of the DMT. The 1000 for a coarse stone will last longer than the DMT and do a very nice job. The cost of both is slightly more than the DMT combo, though. The lowest grit stone I have and use is the 2000 Shapton, then I go to my King 4000 and finish with the 8000 Shapton.
Should I need to correct an edge tool I use the Tormek, so I haven't needed a really coarse stone in some time. When I did, I used SS and an 800 grit stone.
In any case, you will also need to flatten the Shaptons (or any other stone). I can only recommend the Lapping plate they sell as well. For the powders used in flattening, though the Shapton powders last a long time (only use a very little at a time), people have been using an inexpensive alternative, the abrasives used for polishing rocks. A 1 pound quantity is, well, cheap.
If the cost is climbing too much, you would do well getting the DMT, and a 4000 King and an 8000 King. The DMT and Kings are available from Lee Valley, if not locally. The Shaptons are only available in Europe via Shapton directly, I think.
I have had a 4000 King stone for a few years and it is a fine stone and will last several more years. They are a very good stone for relatively little money.
The Shaptons, though, cut very fast and mine will most likely outlive even the my Kings.
Sorry for giving more advice than you asked for.
Mike