Actually I ordered this along with the guitar:
DigiTech DBM Bad Monkey Overdrive Guitar Effects Pedal: Shop Guitars & Other Musical Instruments | Musician's Friend
Plus I also have reverb, delay, and chorus available from a rack effects unit we have tied into the PA system. We actually have two rack effects units we use - a low-end Lexicon that we use strictly for reverb on the vocals and the guitar. The other unit is only used for the guitar, and currently I use it for some light chorus. However, it can also be used to get a delay, flange, and several other effects, and combos of effects. I tend however to be a set-it-and-forget-it kind of guy., so I'll find something I like and leave it there. The DigiTech Bad Monkey will most likely be the only thing I find myself toggling.
The Digitech was cheap enough, and got pretty good reviews. Plus I like the fact that it had a specific outlets for mixer or amp (although, to be honest, I'm not sure what the difference would be. AFAIK, both take a line level signal.) However, it's returnable if I don't like it, and the Behringer looks interesting for $40.