I've never really used pedals for anything, but I usually have a different tonal balance for different songs. It's not always a big difference, I usually keep within a certain general range per channel. For gigs where it's not convenient twisting knobs around between songs I just set it to something that fits everything decently and leave it at that.
"If one has realized a truth, that truth is valueless so long as there is lacking the indomitable will to turn this realization into action!"
-A.H.