The only problem concerning UK vs US gear, is gear that has internal transformers. Like mentioned above, US power has 110V at 60Hz, European is 220-230V at 50Hz.
FX-pedals usually work on 9V batteries or external transformers(adaptors), which can easily be bought seperately, so, no problem there.
So, in short, anything that comes with just a power-cable, and not one of those black boxes attached to it, can/could cause problems. But even this can be overcome by using a converter I think.