So here's a primer... 1. Choosing effects really depends on your goal. Determine the sound you are looking for, then choose the effect. But that in itself is a catch-22. How do you know what sound you want if you can't hear it? 2. This is THE most important decision. Are you looking for YOUR sound, or to mimic-ish someone elses. For either of the above, if you are still at the decision point, even the crappiest multi-effects device comes into play, and today... even the crappiest ones sound pretty good. Spend some time trying to find the sound you are looking for. Do you want distortion, fuzz, sustain or overdrive? Do you like echo or delay? Reverb or ambiance. Chorus or Vibrato or Tremolo? Full and rich or compressed? A multi-effects unit will get you in the ballpark... Once you have mastered the "knowing" part of what you are looking for, then shopping for stomp boxes or rack units becomes MUCH easier. Now there is a catch... what you want might end up being a high-end muilt-effects unit, or a combination. I found my sound years ago. Unfortunately, thanks to technology, we cannot rely on most any electronics made before 1990 mostly because of the use of electrolytic capisitors. While those parts are still readily available, and used today, they are made differently. The ones in the 80's were NOT designed to last 30 years. Especially if the unit has been sitting on the shelf and not used. Much like a battery, which is kinda what a capacitor is, they need to be charged and discharged to stay alive. And there is a serious wrinkle covered in the article https://en.wikipedia.org/wiki/Capacitor_plague for any cap made between 1997 and 2007. Simple math... If you can't replace the parts yourself, a benchtech worth their salt will cost roughly $100/hour to do the work for you. In same case, like my old Rockman units, there are people who do some flat rate re-cap jobs. I can do it, but it's actually cheaper to send it do someone who specializes in those units, has the parts and does them all day long. The reason I diverted from the muli-effects topic is this. Now after playing and knowing my sound... I know I want a Rockman Sustainer sound.. which is actually a lot of things in one box. But I want full rich sounding programmable reverbs, delays and choruses only found in high end dedicated devices or high end multi-effects units. What I ended up with was a high-end multi-effects unit that I could plug my sustainer into. I had the sustainer re-cap'd so it will last another 30 years. But that's just me. You might find that you really like the sound of an overdriven amp, with a little reverb. You might find that in a combo amp. You might find you like a really clean sound, with some chorus and echo.. Maybe you can do that with an amp and a couple of stomp boxes, or an amp with a multi-effects in the loop. I could go on and on with the infinate combinations... In fact with my new Helix, I can select different amp and speaker models and even microphones as long as I play though headsets or full range speakers. I already know that I like tube amps with EL84 tubes rather than 6L6 tubes. I actually confirmed this with the modeling as well. So now, if I want to buy a real nice amp... I already know what models I can be looking at if I want to move away from a modeling device to the real deal. Why is this important now? Because there really aren't any music stores left where you can go in and try out 6 different chorus units or a bunch of distortion units etc.. One store carries maybe one or two brands and that's it. There are also Boutique builders out today that are building some of the best effects I have ever heard. Here's a PARTIAL list. http://www.tonetronix.com/c/Guitar-Effects-Pedals-Manufacturer.html of who's making pedals today. So bottom line. I think for someone starting out, a multi-effects unit is a great tool to really learn what all the effects really are and most of the units made today are good enough to help with that. Line 6 is really growing on me these days. In the end, you may end up just getting a dedicated effect unit, but you'll know what you are looking for and have a lot of fun getting there. I'll close this primer with my two personal significant discoveries. 1. This involves Alpep. When I first got into modeling amps, I had a nice Vox. As I went through the options, as expects I kept coming back to two or three models. So I asked our resident tube amp connoisseur Alpep what they had in common. Without batting an eye he said "they all have EL84 output tubes". I had been buying and selling amps for years based how cool they sounded in the store and what options they had... but most would end up getting sold/replaced. As I looked back as you might guess... the ones that stayed around and got used were ones with EL84 power tubes. Now when looking at a tube amp, I might listen to ones with other tubes, but they better be something really really special for me to even think about if they aren't powered with EL84 tubes. 2. This goes back a waaaays. I was trying every distortion pedal I could find in the 70's and 80's. Nothing seemed to give me exactly what I was looking for and in general, just overdriving the amp (when it was one with EL84 tubes) seemed to get closest to what I wanted to hear. I tried adding compresstion, eq, boost, you name it.. I was never happy. It wasn't until the 90's that I realized the "sound" I was looking for was made with "Overdrive" and "Sustain" NOT distortion per se. The first time I plugged in Rockman Headphone amp, I heard the sound I was looking for... so the next thing I got was the unit at the heart of that sound... a Sustainer... It has a distortion circuit, but mostly it's compression and overdrive with eq and speaker simulation (they call it modeling now). I have owned many multi-effiects units over the years... but had I STARTED OUT with one... I think I would saved a TON of money and time in the long run not bothering with units that had absolutely no chance of achieving what I was looking for. | 
Multi-Effects Pedals