I really only started buying pedals this year, but it's already improving my sound by miles. Anyways here's what I've got...
Jim Dunlop Original Crybaby Wah
Ibanez TS-808 Tubescreamer
Electro Harmonix Small Clone Chorus
Boss DD-3 Digital Delay
I throw the chorus and delay into the FX loop of a Mesa Boogie Dual Rectifier, and have the overdrive and wah out front. I'm pretty happy with the sounds I get... if you feel like dropping around 200 dollars for the Tubescreamer, it's a GREAT overdrive pedal, and yes you can play metal on it with the proper amp. Otherwise you could check out the TS-9, which is another Ibanez Tubescreamer, but cheaper. It's definitely different in tone, but yeah, play around with some of them, I personally think they're some of the best overdrive/distortion pedals out there. Oh and if you can find the Maxon OD-808, that's pretty much the same thing as the TS-808 except without the name Ibanez. I think they made the original ones, and they're cheaper too.