I love effects, and I'm not too big on the modeling and DSP amps, but it's cool to have extra sounds to mess around with.
Honestly, I tried that pedal I mentioned earlier through the amp, and it sounded kind of crappy. When I have the amp model on either Metal setting and the Gain all the way up, it's nice and crunchy. The Delay effect is great. My favorite one. The way I have it set up now, is I can switch between the Metal distortion channel and a clean channel with delay with the footswitch that came with it. So it's more like having effect pedals than without the switch. The drawback however. I can't use more than one effect with an amp model at once. :[ This saddens me.
Eventually, I will get a nice tube amp, and bunch of effect pedals. Or I'll get the effect pedals and make both channels clean (with different amp models).
But for now, I will play with the built in sounds and make cool musics.