I've got single grit Nortons and I keep the 1k and 4k in water. Norton says if you have the single grit 8k it does not need to be soaked before use. I have had the stones feel slimy if I didn't change the water in a timely fashion.

The solution to that was a Tupperware type container with an airtight lid that snaps on. Since I began keeping the 1k and the 4k in their own separate containers with lids no slime issues. As Glen mentioned, no other stone I know of should be soaked. With Naniwas or Shaptons I do spray the stone and leave it set wet for a few minutes before lapping. Never soak those though.