Or mineral oil. It never goes rancid.
I agree that it's valuable to sharpen spades, mattocks, hoes and weeders with a file, especially if you use a grinder or belt sander first. Hoes and other weeders work better and easier with a sharp edge.
Don't use a cross-cut or double-cut file - they leave a ragged nicked surface that wears, rusts and chips faster. Use a single-cut file. If you have a round or half-round file, you can leave a smoother edge in the inside curve of a shovel blade. If you only have a flat file, you might prefer to sharpen the outside edge of a curved blade.
You should only
push with a file,
not pull or use a back-and-forth sawing motion. File teeth are directional, and pulling backwards can bend them, decreasing the file's effectiveness (
http://en.wikipedia.org/wiki/F...)).
Probably the smoothest edge is left by "draw-filing". This is pushing the file lengthwise along the edge of the tool, as if using a plane rather than a saw. (This is also the easiest way to slice your knuckles.)
If you only have a coarse file or double-cut file, finish up with sandpaper to take some of the burrs and nicks out. Don't cut your fingers on the rough edge!
You can get a sharper edge if you sharpen only from one side, rather than sharpening from both sides the way knives are sharpened. However, for a spade, don't expect anything sharper than 45 degrees to survive contact with stones and gravel!