i love guitar pedals!
when you step out of the guitar realm with them, quality isn't particularly important. buy a bunch of cheap behringer pedals for $60 and make whacky chip sounds! or, get bored with them, bend em, and make noise :3
whammy pedals are a dream, any kind of dirt can make your lead lines less boring, eqs can help live, delays and verbs if you want to make ART, and modulation make great bass sounds imo
on another note, designing/modifying circuits for fuzz pedals is (relatively) easy, and it can be a lot of fun if you want to shoot for a really unique sound.
oh, and like TylerBarnes said, compressor guitar pedals aren't really made to do what a regular compressor does. they're technically doing the same thing, but the pedals are really more of a tone-shaping device than a production tool, and they don't make much sense outside of the guitar playing.