To save you money in buying all sorts of pedals etc.. you can hop on Ebay and find yourself a Line 6 POD XT for about a hundred bucks.. this will give you more tones and effects than you could possibly get out of a few pedals. Not to mention will make your VOX turn into about 150 other types of Amps to try out.
You will also be able to connect up to the internet, download different tones from Line 6 and get those sounds for songs that you couldn't dial in on your normal set up. Nice thing about this too, your guitar won't need to be upgraded any either since the POD will be giving you the tones needed. Just make sure that your guitar is tuned properly and you should be fine. The POD has made a cheap guitar like that First Act Wal-Mart guitar my grandson got sometime back sound fairly decent!
This way you can practice, get the songs learned and save for the bigger toys later down the line.
Another alternative is to find an amp similar to the Line 6 Spyder series... those amps especially if you can find the smaller versions, I believe Fender has one, Mustang I believe, that you can get all sorts of different tones without all of the pedals too...
Get on Youtube and look at the Amp Challenge.. Someone posted a link to that in the Gear Discussion earlier this year.. not too far back if I remember right... awesome demonstration between these little amps!