I quit using outboard effects a few years ago, and went back to plugging straight into the amph. Even though I now use a modelling amph, I use effects sparingly, and only as a novelty.

You will be amazed at the different tones you can get just using the amph, its EQ, and the volume and tone knobs on the guitar.

All that said, Danelectro makes a decent, cheap line of pedals that won't break the bank for you to experiment with. A good overdrive, delay, and chorus can cover a lot of sonic territory.