My pedals are always on my pedal board. But seriously, the only "always on" pedal is my Broughton HPF. The Snark tuner is obviously only on when tuning and my EHX Pitchfork pedal is used maybe one song per night to drop to Eflat.
So far, running through a PA with hpf and whatever compression. So I run my Ovnifx Smoothie for some mojo before I add some more mojo with my Chase Tone Secret Preamp. . I just bought a VT Bass to run also- that may switch on and off with the CTSP but no idea yet!
My always ons are the Source Audio EQ2, UltraWave (if not clean compressed, then very dirty with compression, perhaps expansion), Atlas Compressor, and usually a touch of room reverb on the Collider. When I engage more effects, especially the C4 synth stuff, I'll use a bigger reverb, but always like having at least a touch to open the sound up. And reading this thread and noting how specific some of the answers were made me wonder how many people are using completely song-specific effects, and how many will engage different effects or different presets on the same effect to mix up the song? I experiment with different sounds every time on most songs especially those utilizing a lot of effects, partly because I wasn't using MIDI to create scenes, and I also couldn't remember which synth preset of effect I used for song x or y last time. Plus, I just enjoy making each performance of a song unique to keep from being bored with the repetition of some of them.