THe big question that you have to figure out is which way you want to go: all-in-one VS. many pedals. All-in-ones are nice because you don't have to F around with routing and power supply and trying to stomp 3 at a time. Plus separate FX loops and such. However, all-in-one pedals often limit your creativity, especially when you don't have full control over the ORDER of effects. That creativity is why I myself have gone the way of a lot of pedals. I want a unique sound, which one can't get from a modeller, by definition.
If you really want to be obscure and unique, build your own pedals. I do:
www.diystompboxes.com/sboxforum
www.generalguitargadgets.com
It's nice to be able to build pedals that are not comercially available, if you want to have a unique setup. That's why I built the Uglyface:
http://www.geocities.com/tpe123/folkurban/fuzz/snippets.html (about 3/4 of the way down)
Other than that, general comments on all-in-ones (just my opinion):
POD - best modeled distortion out there. Other effects are sketchy, not that great. POD xt is way better than POD 2.0.
Digitech GNX Series - not the best-sounding distortions, but great for other effects like reverbs, delays, modulation, flanging, pitch-shifting, etc.
Also check out Boss/Roland stuff.
Hope that helps.