For kitchen knives I like SRS-15, Aogami Super, Shirogami (White #1 or White #2), AEB-L & some tool steels that seem to be proprietary. The steel in the Kagayaki CarboNext at JCK is awesome for the money. 19C27 is also very good. In the hands of someone who knows what he's doing, like, say, Devin Thomas, then 52100 is about as good as it gets. Very soon I'll be trying a new gyuto in M390 MicroClean. I have high hopes for it. Lastly, if you have the big bucks then ZDP-189 is superb.

I think VG-10 is pretty good for outdoors-type knives. CPM154 is pretty good, too. S30V is a good strong steel but doesn't take as good an edge as VG-10. In the hands of someone who understands how to heat treat it correctly D2 is a great steel (but off the cuff I'd only trust Bob Dozier and Knives of Alaska). O1 is a really good steel, and I particularly like JK Handmade Knives (I've got 50 of them). 1095 is acceptable but not premium. I shy away from 440C and its' variants...not crappy but there's much better. There are a few higher end ones that get good press but I can't speak from experience. These include CPM-M4 and Boeler K390. Someday... Busse does a good job with his proprietary INFI steel. And surely there are some obviously great steels that I'm simply forgetting right now.

You need a certain level of quality of steel but really I think that, within reason, the heat treat trumps the choice of steel.