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Cool effects WITHOUT using pedals

It's probably terrible for the nut and/or bridge, but I like to bend the top string off the fretboard and play against the neck. Gets kind of a sitar-y sound.

My Rickenbacker's G does that pretty easily. Sometimes I roll it over there deliberately to get that zing.

I also play with the pickup config sometimes, to emphasize parts, or there's one where I am chording and I put the bridge pickup up, and the neck pickup down, so I get a crisper sound.

And most of the tone I get these days, I get from spending lots of time carefully sounding out each note, to make sure I fully get the shape and attack of it. On my Squier VMJ Fretless, the chorus effect is ALWAYS on.
 
If you use a pick, you can get kind of a flangeryish effect by moving your picking position from 3 or 4 inches away from the bridge then moving to about 1/4 inch away from the saddle and back again. (Works best on fresh strings)
 
On a fretless you can do an open string harmonic and then "fret" it with your finger and slide the harmonic.

If you do two harmonics at once, you can use two fingers and slide one up and one down to form a different double-stop harmonic chord. (old Michael Manring trick)
 
Cheapest cool effect...you all know it...piece 'o foam under the bridge. Never underestimate how good that can sound in the right setting, always depending on the depth and hardness of the foam. Increases the percussive quality of the bass a huge amount. Jamerson sure knew what he was doing with that, as well as McCartney and a thousand other players! I've also used cocktail napkins to good effect. For more out sounds I've used hair combs (only works on G and E string really) and of course drumsticks stolen from various drummers...and of course messing with the volume knob and/or the bass/treble control...
 
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Slap!

:hiding:

I like the parametric mid wah effect, I do it whenever I get a Carvin in my hands.
You can do the sliding harmonics on a fretted bass too, it just doesn't sustain as long. My band actually plays a song where there's a break and I do it - 5th fret, C-G-D then slide that D string up to the 7th so it sounds like that standard country lick. With a little practice, it can come out really clean and cool sounding.
You can also do pinch harmonics by plucking the string with your right thumb resting on the string. That's a trick I picked up from Victor Wooten. You can do it with just your thumb too, by thumpin it.
Another cool trick I use with harmonics is to tap the string 12 frets up from the fretted note, directly over the fret. Makes a cool octave sound.
 
Things I've used live (though I often enhance the effects with, well... effects! :ninja:):
- A Powerball, sounds like an old airplane on its own. Turns into a didgeridoo when combined with envelope filters.
- Various remote controllers for a nice steady pulse. Can be used to control a bass synth.
- Electric shavers, vibrators etc.
- Screwdrivers, empty beer cans and the like as a bow.
 
Scratch the string with your thumbnail very near the bridge and towards the bridge.
If you let it sustain it makes a nice synth-esque envelope filter sound.

If your amp's headphone output doesn't mute the amp otherwise, you can put your headphones right on top of the pickups. Makes a nice squealy feedback sound, you can control the pitch with the tone knob on your bass.
 
De-tune a string either while your playing it or as a drone-kinda deal. Unplug the bass (turn down the volume so your rig doesn't explode, unless your cool with that sorta thing) and touch the instrument cable with your finger while the volume is back up (they do this kind of thing with punk, grunge, and rock albums a lot). Fret a chord or shape and play the strings above your structure on the neck side and you get some weird tones going.

Edit: rub the bass against a mic stand (ala Pink Floyd's "Echoes") or an amped guitar (lots of distortion on the guitar for sure!), bass thru a leslie (JPJ did it!).