Electric Guitars are the inspiration for cries of "Turn that damn thing down"-Gibson website
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I think individual pedals are better, if you don't like just one company, like many people. For example, I prefer a Crybaby over a P10 wah by BOSS. So it wouldn't be smart of me to buy the multi-effect with a wah built in, if I'm just going to need to buy the wah that I like better. And this goes with all pedals. If you love the sound that all BOSS pedals give, then go for it. If not, then I would reconsider.