Another great idea for people getting into effects is the Line 6 POD XT series. I've got both the XT Live and the XT Bean and am very happy! They allow me to reproduce any sound with any effect. I can honestly say I have not found a Jam or Classic Rock sound I could not replicate.
It's not cheap (XT Live = $360) but it's not really that expensive when you consider that it takes the place of a score of preamps, a score of stomp boxes, a score of sound mods, a dozen delays and all in one package.
I don't use every thing it offers but I can honestly say that I use about 2 preamps and 4 stomps and 8 mods and 2 delays and the tuner. All these boxes seperately (14 boxes x $80) = $1120 plus all the cables and what not.
The real beauty of using this is the signal chain...
You set your signal chain with relation to the pream. For instance:
Guitar > XTL Gain Stomp > XTL Plexi preamp > XTL Chorus > XTL Delay > XTL Reverb > any power source.
Too often guitarists fail to take into account the signal chain and forget about FX loops. Think of the boards you will see a Chorus and Drive sitting right next to each other. That is so wrong. All signal modulations (Chorus, Flange, Phase, Tremolo) belong in the FX loop or said differently, after the preamp and before the poweramp.