Distortion, Overdrive or similar. For bass, a compressor.

Ibanez SR506BM
Ashdown Little Giant 1000w
Peavey TVX 115+410
A big ass upright

What kind of amp do you have?
wut u play
MIM Tele
Fender Blues Jr NOS
Schecter Omen 6
Squier Strat
Greg Bennett Acoustic
other crap...
If seeing is believing...

...Then believe that we have lost our eyes!!
Distortion is a good starter pedal. But I guess it all kind of depends on what genre you want to play...
^It also depends on whether or not you use amp distortion.