I start with the small size, sand paper wheel on a small cordless dremel for the puppies… then I move on to the larger size wheel and I have a larger (more powerful) cordless and a corded variety dremel to use when they are bigger. I have tried the stones but, for me, I prefer the sand paper.
For the dogs that are being shown, I do their nails once a week. Everyone else is about every two weeks (when I don't get lazy :o ). I do have some dogs that I make more of an effort to do their nails more often. I may go three weeks on some. If I go a month or more I really regret it. It takes soooo long to grind them when they are too long.