Distortion (Hughes & Kettner Tube Factor, Danelectro FAB, Broken Korg pedal), OD (Hao Rust Ride, Sansamp BDDI), Fuzz (Big Muff Pi)...I love them all....in fact I need to stop buying them. However I am also a fan of Octave effects (EH POG), Wah's (Morley PWD-II which is also gives a pretty good OD sound too), and Delay (Boss DD-20). I usually use the Octave and the Wah in conjunction with distortion and the Delay for looping parts. However I recently learned of new tricks with my delay pedal and I'll probably incorporate them into my bag of tricks.
As far as where I use them, I've got 4 active bands and I use some for at least all of the bands.
In my 3 piece instrumental rock band (Guaime) I use everything and alot of it (I am distorted with the octave running 3 extra ocatves through about 85% of the songs/set, gives me a HUGE bass tone) Also using the Delay to loop and the Wah for swelling noises.
In my Improved Stoner Doom band (Bongripper) I used all sorts of effects when recording (Dist, Octave, Delay, Chorus) and found that Distortion/OD was the only one that really made a difference after the fact (we are tuned at F so throwing all the effects on a bass that low gets pretty ungodly) So now I pretty much only use that when playing, however I'll probably keep experimenting.
In the Sludge Trash band (Weekend Nachos) Distortion/Fuzz all the time, and thats it (Depending what pedal I have with me at the time).
In the Tech Death Band (inthewakeof) I used distortion on and off throughout certain parts of the songs (mainly in the higher registers when it would need an extra kick)
