whatever I use is always on for the full set, so it's more of a tone shaping thing than an effect. I generally play through a DI with no amp, so pedals just give me a little control.
With my G&L L-2000/L-1000, I'll use a comp with very low compression, just to smooth things out a little. With my passive P or J basses, I'll use a Beta with the drive so low that it only breaks up if I'm really plucking hard. Everything goes into a parametric EQ pedal to fine tune things and then into DI. Oh, and there's a tuner in the mix, too.
I've had fuzz, chorus, flanger, envelope filters... never found much use for them other than mild amusement at home. Maybe used the flanger on a song or two years ago, but everything has since moved on.