I've only got a couple I've been messing around with in different combinations. I have a Dunlop DVP5 Volume (X) for volume and expression. It's a workhorse, and I really like it. Perfect size too.
I'm trying out the "multiple" gain stages approach to see if I can actually detect nuanced differences. I'm such a knucklehead troglodyte sometimes, so I'm not sure if I'll be successful. In the old days, I just plugged into a Tube Driver and cranked it!
For overdrives, I'm mainly using a Fulltone FD-3, which has overdrive and boost, and a T.C. Electronics Mojo Mojo. I push a bit with a Boss GE-7. I still want a dedicated fuzz and distortion. These are some on my list to tryout:
-- ZVEX Double Rock
-- Fender The Trapper Fuzz
-- Old Blood Noise Endeavor Fault V2
-- Matthews Architect V3
-- JHS Pack Rat
It takes me a while to mess around and to hear how well my pedals work together. Not in a hurry, though. Messin' around is the fun part.