When searching for a guitar pedal, you have to ask yourself what type of tone it is you are trying to achieve? I'm a gear junkie at heart so I've tried a gazillion different guitar effects pedals and have many in my musical instrument accessories collection. Whether it's distortion, sustain, overdrive, chorus, the list could go on forever, I've tried them all. The most important thing though is to try before you buy and make sure you have a decent return policy behind you.
For me, it's all about the distortion. My amp achieves a pretty decent level of overdrive but doesn't reach the levels that a guitar distortion pedal can achieve. An to be perfectly honest...I like it that way. This way I can have more versatility with my sound. My two most favorite guitar pedals for playing distortion are the Boss Metal Zone and the Metal Muff by EHX. The Extreme output of the MT-2 needs to have a compression guitar pedal in the line to keep it under control. My metal muff sounds fantastic on it's own but I also throw an EHX 10 band EQ to really boost the output of this pedal. I can pull off screaming pinch harmonics and achieve close to exact sounding Pantera.
I have used and owned quite a few phaser guitar effects pedals but none as good as the MXR Phase 90. This classic has been around for a lot of years and in my opinion, no one has outdone this pedal in the quality and tone department. You can slow it down with your distortion levels a little lower and get a nice delay effect or you can speed it right up, turn up your distortion pedal and get tones reminiscent of Van Halen.
For a nice 80's style metal sound I like to combine my metal muff guitar pedal (turned to mid level) with a chorus box. My chorus setup is a Arion stereo effect and works well with all my guitar instruments. I found this gem in a second hand guitar shop. Not even knowing what it was, when I got it home I scanned the internet for reviews and turns out it is a highly sought after chorus pedal. I have owned a few Boss and Danelectro models but they don't compare. If you ever find an old one, buy it!
The market for guitar pedals is fairly fluid so if you ever need to dump one or find another, their is a pretty good secondhand market for them. I personally have bought and sold dozens of them but I have a very solid setup now that I won't part with. Do the research before you buy, and if you're buying new, be sure you can take it back if you need to. Most bigger guitar shops have pretty decent return policies and grace periods.