If you are looking for VST effects, give the Kjaerhous (?sp) suite a try. They are well regarded.
There are a million and one VST effects out there. The question is, what will you actually use? A good idea is to practice using the standard effects (EQ, compression, chorus, delay, reverb) so you get to learn how to use them, then go searching for extra VST effects if you need something more.
Why not just start using the Sonitus suite that comes with Sonar?