Tim,
I play my amps with no effects. I usually play either semi-clean semi-dirty to all out clean. I just prefer the natural sweet sounds of the guitar and amps in this mode. I wouldn't have dared do that when I first started out. I used to hide behind distortion, heaven forbid that I ever tried playing without it! Or played without a ton of 80's Chorus and Flange or Compression!
Nelskie and Warren have it right anytime they mention the one knob wonder of the Valve Jr. In it's simplest form the amp will not hide your mistakes which I think helps you to become a better player and listener. Tubes compress in a way that is much different than ss amps. SS amps sound good too in their own way...but pick attack and finger attack on a tube driven guitar is much different. Messing with your guitar's volume and tone knobs yields a whole bunch of tonalities. Just the other day Nelskie and I discussed this very subject.
Guitars/Bass - MIM Fender Classic 50s Strat, MIM Fender Standard Strat, Squier Classic Vibe 50s Tele, Gibson Les Paul Studio, Epi '56 Gold Top Les Paul, Martin DSR acoustic, Sigma Martin Auditorium electric/acoustic, Squier Jazz Bass.
Amps/Cabinets/Modelers - Model 2558 50 watt Marshall Silver Anniversary Jubilee combo w/ Celestion Vintage 30s, 4x12 Marshall cabinet w/25 watt Greenback Celestions, Fender Blues Junior w/ a couple of Billm mods, Line 6 POD 2.0, Roland Micro Cube
Pedals/Effects - Cry Baby Classic Wah, Boss TU-2, Boss NS-2, Boss RC-2 Loop Station, Ross Compressor, MXR Micro Amp, Danelectro FAB Echo, Danelectro FAB Chorus, Danelectro Chicken Salad, Marshall Guv'nor Plus, Marshall Echohead, Duhvoodooman's Zonkin' Yellow Screamer, Digitech Digiverb, Digitech Bad Monkey, Dunlop Fuzz Face, Homemade Loop Bypass pedal, Duhvoodooman's Sonic Tonic (Maxon SD-9 clone +), Voodoo Labs Superfuzz