When I play live I plug straight into my amp.. it has some basic effects built in and a 12inch speaker to really drive the midrange. When I am practising I don't even plug in.. hehe.. and when I am recording I go straight into the audio interface to my computer. The only thing I will put in between either of these is a wah-pedal if the song calls for it. I have never liked the sound of a wah being applied after anything else other than a compressor may be.

Oh I should point out that I own 2 multi-fx pedals. One really old BOSS ME-5 and one really new Zoom GX1 but I don't really need them for what I do.