My first pedal in line is a 95 Dunlop Crybaby Wah Wah which really needs to be fixed, because it produces so much noise. Had the pot changed recently, but still needs repair work. I wish I could afford the RMC Picture Wah or a vintage Vox ...
Second in line is sometimes a '95 Ibanez TS-9 Tube Screamer Reissue. Three times as expensive as the TS-5 Soundtank Series I had before, but worth the money at the time. The Soundtank sounded as if half of the sonic information was missing ... Today there are more accurate Tube Screamer copies on the market, an insider's tip from Germany is the Excalibur TS-4558 Tone Sreamer - great value for the money, cause they are so inexpensive!
At the age of 13 I briefly owned an original '82 TS-808 and sold it when I got a two-channel (Mesa Boogie type) tube amp (actually a give-away from a German music magazine - cool thing to win at age 14, huh?) and thought I would never need an overdrive/distortion pedal again ... how could I know that a certain hat wearing guitar hot shot from Texas would make the TS-808 the most sought after vintage pedal ever?
Depending on my mood, sometimes I swap the tube screamer with a mid-90ies Roger Mayer Voodoo-1. This is a weird English distortion/fuzz pedal which behaves rather strange, but sometimes I like it a lot and it has got true bypass.
Years ago, I used to use a Marshall Guv'nor (first series, the original black ones - unlike the new silver/chrome ones you could see how the knobs are set), but I don't like it much today. The top end doesn't really hold together well, the distortion is really throaty (but not in a good way) and the 3-way EQ doesn't sit on frequencies I feel comfortable with. Still got it somewhere in a drawer. Might sell it on Ebay one day.
Unless my amp doesn't come with one, I'll always have a tremolo pedal in line. I used a Boss TR-2 for a long time, which is the industry standard and sounds fine. Since its switch needs fixing, I currently use a borrowed Marshall Vibratrem, which I quite like. The tremolo effect is boosted a little, so it sounds pretty strong, unlike the Boss it has true bypass and is fairly inexpensive - only drag is, you just can't see how the knobs are set, especially on a dark or dimly lit stage ...
Actually, there are two souls in me: Sometimes I feel very puristic and would be happy if I could get away with no pedal at all (but you need a great amp to do that), at other times I lust for some of the nicer boutique pedals, all with true bypass, of course: You could easily spend 2000,- $ on an RCM wah, a Fulltone OCD, Voodoo Lab Proctavia, Voodoo Lab Tremolo and Voodoo Lab Microvibe and a Barber Tone Press or TC Electronics Vintage Compressor plus a great analog delay all powered by the Voodoo Lab Pedal Power and all mounted on a quality board ... ah, dreams are my reality ... Having said all this, you need to realize that I play with all the pedals off for at least 80% of the gig ...
Actually, this is the next thing I will seriously consider to buy: After disregarding compressors for years now I want one, cause I seriously started to play slide on electric - now let's start another topic, guys: What's your favourite slide?
(Just to round up the list: the pedals are used mostly with a black '62 Vintage Reissue Fender Stratocaster - first series from January 1983, according to the neck stamp - and a black Peavey Classic 30 combo amp)
The blues don't depress me. It gives me a feeling of relief, of "Thank God, I am not alone" (Eric Clapton)