I actually started witha few mean and nasty individual pedals (stomp boxes), I then got a boss Me50 when I started gigging with my first proper band, and then a Pod Xt live. I have since sold all multi-effects and am playing single effects boxes through a tube amp and have never been happier.
I dont know if you want to start with a multi-effects unit...it could be the right place for you.
Multi-effects didn't work with me, or maybe me with them, but they do for many many many other players. Even some pros, like Mikael Akerfeldt (from opeth) use multi-effects units (he uses a Boss Gt-6).
The point is that you have to try lots of things and see what works.
Personally, I think you have to try multi-effects at some stage, to see how they work with you...They could be the greatest thing in the world.
[FONT=Century Gothic]Hope is when we feel the pain that makes us try again[/FONT]