My current setup:
Guitar (EBMM AL, JP, Maj, various Carvins)
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Boss TU-3 Tuner: Everyone needs a tuner. It was between this or the TC Electronic Polytune, but the store didn't have any Polytunes left in stock and I'm too lazy to drive/call around to find one so that made my decision easy. I used to carry my Peterson Stroboplus HD with me everywhere but it got cumbersome to unplug the guitar from the amp, plug it into the tuner, tune, then plug back into the amp. Not a very quick process.
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Chellee "Odie" OD pedal: An amazing OD - like a TS on steroids. Hand made in the US, true bypass, and only $100!!
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EH Deluxe Big Muff Pi: The classic Big Muff Pi fuzz but with a noise gate (a godsend for this pedal), a mids parametric EQ, a bass-boost mode, and an "attack" knob that mixes in the original pick attack so notes don't lose their separation when the sustain is cranked. It adds a bit of extra "grrrrrr!!!" to the sound too. Probably one of the best/most versatile fuzz boxes out there.
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TC Electronic Spark Boost: I saw a demo where Rob Chapman used this pedal and it made his tube amp sing. Well, it does just that. Three modes, 26db clean boost on tap, gain knob for extra drive, and a highly musical 2-band EQ (bass & treble knobs). It immediately has become one of my favorite pedal. And I bought it without even trying it out first. The great thing about this pedal is that you can use it by itself or after an OD/distortion. Plus, my Big Muff Pi sounds awesome with the Odie on, so these 3 pedals all play well together!
>Mark IV input (amp stays on Rhythm Channel 2)
>Loop Send>
Wampler Ego Compressor: So here's the deal with this guy in the loop. Since I leave my amp on channel 2 all the time with a fair amount of gain when the guitar's volume is wide open, I like to also use this channel for my clean tone; but when I turn the guitar down to 3 or 4, the volume drops significantly too. In steps the Ego. It brings my "quiet" clean sound up to snuff and keeps the wide-open, balls to the wall gain sound tamable; But it works subtly enough that I'm not squashing the dynamics. And, given how finicky the master volume knob on my Mark IV is, I can actually use the volume knob on the comp to control my overall volume, though it's generally set up so that between 9 and 10 o'clock is unity.
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TC Electronic JP Dreamscape: Easily my favorite chorus out there. I even did a 32-minute demo/review of it.
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Zoom MS-70CDR: An amazing value and great sounding chorus/delay/reverb pedal. I mainly use it for the HD reverb setting, as well as a nice clean ambient delay that's unobtrusive.
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Mark IV power amp.