If you don't like your base tone, then pedals aren't the way to go. You have to tune in your amp and guitar first.
Try plugging into the amp without the Zoom, and dial it in. Adjust amp settings, pickup height, etc. as the sound gets where you want it.
If you can't get where you want to be, pickups might be the next thing to consider. You mentioned you liked EMGs, and they sound killer in a les paul. They will change the tonestack drastically, pushing the front end more, and really saturating the tone to all hell, which you will definitely like if you're a Metallica and Pantera fan.
I'm also selling a mint used set of EMGs, so PM me if you're at all interested. Again, this is only considering you like the pups
After that, once you have your core tone down, you can consider effects, and the Zoom isn't anything good by any means. We'll go down that road after you solve part 1 of your problem though.