If you're serious about ZZ Top, what surprised me from their Rig Rundown is that Dusty uses an octaver and an HPF, pretty much always on, I assume to fill sonic space live since they're a trio.
That's not what I'd recommend for most situations, though. What's your budget? What do you want the pedal to DO? I would always say, don't buy gear just to buy gear, buy it because there's a use you have for it.
I think the first pedal I got was an MXR M-80, which I got kind of accidentally as a package deal with a bass I was interested in and wound up keeping longer than the bass. It gives you a preamp/EQ and some reasonably usable distortion, plus a DI, very affordably. The first pedal I remember going out to buy was a Boss bass chorus (CEB-3), which I still have. I bought it because I was looking to find Chris Squire's tone from songs like Starship Trooper.
If you go for a multi, to experiment with all kinds of different effects, take a look at a Zoom B3n. I also like the Tech21 bass Fly Rig - the fuzz/octave section sucks but you can get some decent grit if you play around with the sansamp and boost, and the chorus and compression are quite good.