Hello, I won't be micing up my guitar when I record - I'll either plug it into my multi-effects unit, and plug that into my audio interface, which will be plugged into my PC. Or, I could plug the guitar into my Marshall MG 250 watt amp, and plug that into the computer. Which do you think is the better option?
Best option is to ditch the mg altogether.

But seriously, i dont have any experience with recording, but i would say the first one.

Gibson Les Paul Vintage Mahogany

Epiphone Les Paul Goldtop with Seymour Duncan Alnico II's

Seagull 25th anniversary Mahogany Edition

Crate GT65

Digitech Metal Master

Dunlop Original Crybaby Wah
Don't mean to be a twat, but why ask? Why not just try it out and see for yourself? We don't know what FX pedal you have, what guitar, what interface, what software etc...

Just make sure you don't plug a 'speaker out' from your amp into your interface or soundcard. Makesure you use 'line out' or 'record out'.
There is poetry in despair.
First one. If you have a multi effects pedal with a mixer output, you can connect the pedal to the mixer by the line in jack (or alternatively you could connect the pedal to the FX return on the mixer and plug the guitar into the line in--whatever floats your boat). You then connect the USB interface (I'm assuming that's what you've got) to the computer. Unless you have an interface that connects directly to your setup without a mixer, in which case you can just stick the cable from the pedal into that and feed it into the computer.

If you want to get your amp's tone, mic it. I don't recommend hooking your amp to your mixer or interface or anything.