Well, I have a multiFX board for "playing around" with, I can put headphones into it for silent practice, and in theory it could go straight out into a mixer too. I got this to try out different effects etc, figure out what I like and what I don't, what emulations got me etc, and then I've slowly built my "real" gear up based on this research. It worked fantasticly with my Laney valve amp if I set the amp up clean too.
It's a Korg AX-1500G, I would recommend you try the Boss equivilent though as it's probably at least as good. I got this on the cheap though so no worries.