Wah is a really great type of pedal, especially if you're looking into playing some Jimi Hendrix music.
Also used a lot in thrash metal like Metallica, notably in "Enter Sandman" during Kirk Hammett's legendary solo.
If you're into having an echo effect in your music, or just something to add depth and creativity, pick up a delay pedal.
Flanger is good if you want to have a bit of a techno flare in your guitar.
And, of course, you can't beat a solid distortion pedal. DS-1 makes some great pedals, and if you are looking for wah, pick up a Crybaby Classic.
why go with single pedals get a multi effect processor then you have more options just make sure you get one with a foot switch to go thru your presets. I like Digitech myself mine are in cabinet but you can get models that sit on the floor and have built in Wah Wahs. I dont use single pedals anymore just because to get what sound I want I have to many of them so I built a cabinet with digital recording systems and multi effect processing units all in the same rack, this does drive up the price though depends alot on what sound you are going for and how much you want to spend. If you are going with single pedals Ive had good luck with DOD in the past, i would stay clear of Darelectro pedals they dont hold up well but are very cheap.