So, I am going to make some assumptions here. First of all, I am going to assume you are on a budget, and maybe looking to get two or three good pedals that give you some versatility. There is good advice above on how to power your setup, so I will just discuss pedals. I am not a big effects user, so I don't have many recommendations as far as phaser, flanger, or chorus type effects.
I think you will be happy with a overdrive (that you can use as a boost), a distortion, and delay.
OD: Way Huge Green Rhino, MXR Badass Overdrive, MXR Classic Overdrive, Ibanez Tube Screamer, personally I would go with the Green Rhino
Distortion: ProCo Rat, MXR Badass Distortion, MXR Distortion +
Delay: MXR Carbon Copy, TC Electronics Flashback, Way Huge Aqua Puss
These are a good start if you are just getting into effects. I am kind of a MXR fanboy. They are affordable, reliable, and sound good. I am sure others will have some recommendations for you also. Some more affordable than others. You can drop a good amount quick if you start looking at boutique brands.
Jason