Does it matter what power supply I use for what?

Not necessarily. Some need more voltage, some more amperage, some different polarity, some AC rather than DC... That said, a large majority of pedals take 9VDC center-negative power (Boss-style). So just make sure you look at each pedal to try and determine what sort of power it will take. If it's not marked on the pedal, check the manufacturer's website. If you can't find it there, check the power list at stinkfoot.se. If all else fails, list the pedals here and someone might be able to tell for sure if you're in the clear.

 

Definitely Maybe.

The output current spec (mA = milliAmps) should be around the same. The cheapo power supplies are not regulated so if you have say a supply that is rated for 500 mA and you draw only 50 mA the voltage will be much higher than the device is designed for because the load is so small. +/- 20 % is probably OK. You could also try to use a supply rated at 50 mA for a 500 mA device, and it won't work - the voltage will drop way down.

The polarity has to match - MOST devices are the same, but SOME have the + and - reversed on the plug. Check the label drawing on the effect and the power supply to be sure that they are the same.

The plugs need to be the same size - there are variations of both the inside hole and the outside diameter. This will be obvious.

 

Your power supply should have a sticker with a max output rating in either Milli Watts or Milli Amps. They are not the same, so when adding up the draw of your pedal/s, make sure you are dealing with like terms. So if you have a pedal that is rated in watts of draw, and your power supply is rated in max amps of output, you have to convert.

The proper formula is P=IE
Power = Intensity of Current x Electromotive Force

Or in laymans terms:
Watts = Amps x Volts

The popular One Spot 9V DC power supply is rated at a max of 1700 milli amps of output.
W= 1700 x 9
W= 15,300
So the One Spot is also capable of 15,300 milli watts of output.

Pedal "X" is rated a 75 milli watts of draw.
75 = Amps x 9
Amps = 8.3 milli amps
So Pedal "X" also draws 8.3 milli amps.

 

The thing about current needs a bit of clarification. What bassamatic said applies to unregulated power supplies, but most of the ones manufactured for pedals are regulated, even the "cheapo" ones. So his warning is something to consider if you are just picking an unknown wall wart out of the junk drawer, or grabbing one that used to go to an answering machine, laptop, or something like that. But let's say you have a Onespot, which is rated for something like 1700 mA, it is totally fine powering a pedal that draws only 5 mA, because it will never put out much more than the 9V that the pedal needs. Similarly if you find a Boss PSA wall wart rated for 350 mA, it will be totally fine with a pedal that draws any amperage under 350.

If you have a supply and you don't know if it's regulated, ask the manufacturer. Or you can test it with a multimeter.