I tried basically everything one could possibly do with effects, trying straight into the amp to running a dozen pedals and a bypass switcher and all that cr@p. I found out I liked it somewhere in the middle. I just feel like a huge part of my tone is created from pedals (my Green Rhino and Sonic Stomp) and I feel there are a few I definitely need (mainly Noise Gate, Tuner) but other than that (Volume Pedal, Reverb) it's just a luxury.
I had a Marshall 6100, which is a 3 channel amp, for a while, but I felt it was just too much, and I was actually overwhelmed and quite intimidated by the features and channels, etc. I switched over to a Marshall JMP 2203, which is much more to my liking, very simple and easy and straightforward. Best crunch tones EVER. No question. The cleans are decent too if you can get the MV up enough as to where you don't need alot out of your Pre volume.
Setup isn't that difficult, just the amp and cab, pedalboard, and 2 guitars. Not very hard. I run wireless which is set up on my board, so other than patch cables, I'm only running 1 cable from the amp to the board. I love that more than anything, makes for basically no clutter or mess.