Spend Time with Your Gear
Don't just expect to be able to plug in and play. Whether you have a twenty space rack full of effects and preamps or a simple amp with just a few knobs, you get the most out of your gear when you spend time with it.
Once a student brought over a new amp he'd received for Christmas. He complained that it didn't "rock" and that he thought he was going to have to buy a distortion pedal. Within two minutes I had four different sounds dialed into his amp; a clean, a crunchy, a saturated (lots of distortion) and a surf tone (lots of reverb) all within the confines of a fifteen watt practice amp.
Start with the amplifier
One of my amps is a one-channel Matchless Clubman 35 head, because the entire signal path is analog (not digital) and it has tube preamp and power amp stages, it is very reactive. Meaning I can dial up a heavily distorted sound on the amp and by tweaking the volume knob on my guitar get a clean tone (by turning almost all of the way down), a crunch tone (midway) and a heavily distorted tone (volume all the up). All that without having to jump on pedals or program anything. Try this with your amp. If you have an amp with a master volume control (meaning a preamp knob and a master volume knob), turn up the preamp volume close to ten while keeping your master volume below ear bleed levels. Now turn down your guitar and listen, is it cleaner? Turn your guitar up about half way, is it getting crunchy? Lastly crank it, is it screaming? Some amps will do this, particularly high end tube amps. Overall volume shouldn't change very much when you do this. Twiddling with your guitars volume control can bring forth an entire rainbow of tones through an amp with just the right "mojo".
Stomp boxes, do-it-all floor units or rack mounted units each provide their own complications. I'm not big on reading manuals. I'm a kind of fidget-with-it-until-I've-painted-myself-into-a-corner kind of guy. Then I break out the manual. I learn fastest when I experiment. But chances are with the complex sound modeling effects of today none of us are getting the most out of our gear. I do know however when the tone isn't happening. That's when I go to work. Youtube can be a valuable resource. Learn from the successes of others. Though good tone doesn't always translate from gear to laptop mic to internet to youtube to internet to laptop speakers.
Some units have headphone outputs. Don't use them unless you're programming late at night or just familiarizing yourself with the parameters. Headphones are not real world. If you're EQing, your ears are receiving the sound quite artificially, play through an amp, however quietly, for the best results.
Rarely have I brought something home that didn't need major tweaking. Years ago a major manufacturer (who will remain nameless) gave me a multi effects/preamp unit to use and abuse. I could not find in its 200+ patches one slightly crunchy tone (a la SRV). I had to create one from the ground up! In fact all the patches I use have had adjustments made. Some slight, most major overhauls. But ultimately, to my ears, the thing sounds killer now.