I find myself using my pedals live more than in the studio. Not because I need them, nor do I really even want to, but more because I'm one of two guitar players in this band. One of my biggest pet peeves in two guitar player bands is when both guys just monkey each other and play the same damn thing. Sometimes it's fine, but when there can be a little something extra, I'll do that because the other guy is kind of basic. I'll play a different inversion of a chord or in a different position, or I'll add little bits of wah or flanger or something here and there just to set the two guitar parts apart better. I think it adds bigness. Plus, it's self-entertaining. Gives me something to do. And people respond. Even a basic retard lead player like me through good use of a wah impresses the crowd.
In the studio I'm more raw and basic. Most tracks, most songs, have no effects at all.