Exactly. I used to be a 'all the gain HAS to come from the amp' guy. Which is why I joined RT in the first place and chased every modded Marshall I could find. Then, I got a Jubilee combo and threw a pedal in front....That amp boosted was easily as good as any of the modded Marshalls I went through.
It's silly not to explore boosting a high gain amp....lots of new and awesome tones there for the taking.
Exploring the plethora of dirt pedals to get different tones isn't something I'd want to spend my time on. If you do, go for it; spend your time and money however you want; that's what I do.
the long response:
Instead, I spend my time getting the core sound(s) from my amp(s); then I may add effects, usually to cleans and lead tones - which is where I spend most of my tweaking time. I get a core clean, rhythm and lead tone from the amp; then add effects, not gain stages. other than an EQ which has a clean boost.
I have gear I use for different types of music / guitar tones. For example, I go direct into one of my Marshalls for 70's hard rock, and may add time based effects in the loop if it has one.; or put a Hendrix-based effect chain in front of my 1959HW stack using a MFX; For '80s hair / thrash, I use my ISP Theta Michael Sweet preamp/effects into an Engl tube power amp and Mesa cabs.
For my more experimental / prog, fusion tones, I use my computer software plugins, SY-1000, or my JP-2C - where I have three channels = 3 core tones = clean, rhythm and lead. I was using a HX-Effects, moved on to a GX-100 for effects, and I'm now close to getting a VP4; to add effects in 4CM (and amp channel switching). I use my Diezel VHX for these tones too.
TL;DR: I get core tones I like from my amps; sometimes guitar into the amp; sometimes with an EQ pedal in front; sometimes with a MFX in 4CM. I don't spend my time on finding, comparing or using OD or Dist pedals to get variations of my core tones; that's why I call them core tones. It's why I have amps from clean to modern high gain to get the type of sounds and gain I want.
