#1
I'm looking at a Peavey Vypyr 30 or a Roland Cube 20X modelling amp. This might seem like a dumb question, but are you limited to the effects that the amp provides, or can you also use effects pedals instead of or in conjunction with the effects on the amp? I'd be using either a heavy metal or death metal distortion pedal and possibly a noise suppressor pedal with the amp.
#2
distortion pedals generally sound like ass going into a modelling amp. Those amps should have plenty of gain built in.

You can use EFFECT pedals in front of those amps... like delay, chorus, etc. Your results may vary depending on the pedal, and whether or not the effect is better suited for an effects loop. But generally speaking, overdrives and distortions aren't so hot for that type of amp.
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And so it goes
#3
You can use any pedal you want and still combine with the built in effects. Or you can bypass them and just use the pedals. You'll have quite a few options to play around with and figure out what you like and what you don't.
#5
Using a regular distortion pedal will sound fine, depending on the amp.
Boosting a modeller will sound like shit however, unless it has a tube preamp.

When you boost a tube preamp, you overdrive the first gain stage, causing a very pleasant sounding distortion. When you do the same with a modeller, you cause the internal DSP to clip. Which sounds plain nasty.