i've heard about these two types of pedals. does anyone have a recording of a sustain pedal? is it just like a piano's sustain pedal? i was reading about an explosion in the sky's guitarist's gear and it said he uses a volume pedal. i can understand that as they have a lot of builds in their songs and what not. what other practical uses or bands use them frequently or could i hear examples of?
a sustain pedal is basically just a MIDI expression pedal for your keyboard/synth so you can do the same thing you would do with a pianos sustain pedal

a volume pedal is basically just like the volume knob of your guitar or any other volume control, but in pedal form. You can do all sorts of neat stuff like volume swells (and even get a kind of violin type sound) while still having both hands to play.
volume swells + delay pedal = fun
yeah, that sounds like quite the combonation. my amp has some delay effects on it. i'm thinking of getting a volume pedal. which would you recommend? i wouldn't imagine they'd be too expensive, but then again i'm probably wrong. it seems hard to imagine there'd be a crappy volume pedal and a really nice one, unless you're talking about just it's casing. so they don't have sustain pedals for guitars? i was thinking it could also just let your notes ring out longer, but maybe they don't have such a thing. what about an e bow, if that's how you spell it. i hear you can get infinite sustain with them, you just hold it there and the note rings out, what are those good for? what song uses them? i know the radiohead guitar player uses one.
You can kind of do volume pedal type stuff with just the guitars volume knob. Set the volume on 0, play a note, then roll up the volume. You get pretty neat sounds that don't have that sharp attack.

A volume pedal usually doesn't add and sustain, it works just as any other volume control does. Maybe you can get some kind of sustainy sound by having the volume low, and as the note fades out you bring up the volume.
If more sustain is what you want check out compressor pedals (it basically automatically boosts your volume as it gets quieter and makes it quieter if its too loud, even outs the dynamics).

As far as volume pedals go, I'd advise getting something nicer, as those cheapo ones or notorius for breaking. Anything from Ernie Ball, Morley (I think these first 2 would be the best ones), Dunlop, Vox or Boss.

those ebow things are neat, and they work just like you described it. The string rings as long as you're holding it next to it. No idea about Radiohead song uses it but they are cool little devices in any case. I know the band Opeth has also used them in a couple of places too. They company has a couple of soundclips on their website.
Sigur Ros is another similiar band but the guitarist actually uses a real violin bow on his guitar (though their bass player might be using an ebow or something, pretty cool band overall)

Also similiar is the Sustainiac and Fernandes Sustainer system, which basically replaces the neck pickup on your guitar, and when switched on, feeds the guitar signal back into strings so its basically like feedback from your amp, but much much more controllable. I think Matt Bellamy from Muse has one on one of his guitars, Steve Vai as well, and Buckethead.