As a rule of thumb electro harmonix is really good stuff. I've owned several of their pedals (big muff,
polychorus, memory man,
bass balls, small stone, echo flanger, small clone, etc. etc. etc.) and I've been more than happy with all of them. There's only one down side to EH and that's the price. They're insanely expensive. (Some often retail for over 200 a piece).
I also highly recomend buying used guitars. But buying used pedals (especially off of ebay or in an other situation where you can't demo them first) is generally a big no - no. A lot of people think they know how to mod pedals, and they can real screw up a good pedal.........
A good place to start is
a memory man / echo flanger / polychorus. They're all pretty similar pedals. I been able to get reverb, slapback, chorus, flanger, and delay sounds out of them with VERY good results. At one point I had an echo flanger and 2 polychorus all set a different setting because I used them that much....... I've since gotten out of really experimental music and sold off the vast majoritity of my pedals.
The moral of the story is that E.H. pedals are really great. I'm getting the effects bug again and I really want to snatch up one of their micro synths. (I've never owned one, but I played with them in music store and I love them).
MXR also makes some good pedals as well.
Let us know more of what you're looking for. But I think
an echoflanger, polychorus, or memory man would be a great place to start. Thoose are some of the most versitile pedals I've EVER had the privledge of playing my guitar through.