Amp distortion just tends to sound nicer. But pedals are a cheap fix(at least for me they were) till you get to buy a nice amp. However, there are people who swear by using nothing but pedal distortions, and that's cool. There are no rules when it comes to finding your sound. Whatever sounds best to you, is what you should play through.

As for advice on pedals, I can say that the Jackhammer does sound nicer than the MetalZone.(IMHO) But just go to a shop, and try everything, you'll probably find something you like.