A volume pedal acts like a giant controllable master volume when in the effects loop. When put in front of an amplifier it acts more like the volume knob on the guitar and regulates some volume but mostly gain. I use(d) a Boss volume pedal in the loops of my amps with great results. You can set the minimum volume for rhythm tones and push the foot forward for solos. No sound men screwing up your sound, and you won't be drowning your band out all the time. I also like the "old school" method as Ben describes when you are using one amp cranked up. My Super Reverb does this very well. Good luck!
'67 and '74 Fender Twin Reverbs, '74 Marshall 1987 lead mkII, Metro Superlead 100. Pedals from TC Electronic, Ibanez, Dunlop, BK Butler, Electro-Harmonix, Fulltone, Maestro/Gibson, Loopmaster switching, VoodooLab, Boss. Gibson and Fender guitars, Dimarzio pickups.