For someone getting started, I recommend the Behringer FCB1010. It has a lot of capabilities for a pretty inexpensive price. It's a little bit difficult to program using the device itself, but there are some free third party PC programs that make it much easier.
Technically, it has 100 preset locations, 10 banks of 10 switches. Each preset can transmit up to 5 PC messages (so you can control 5 different effects devices). It can also send 2 different CC messages, a Note On message and you can set up it's two expression pedals to control effect parameters in real time. That's pretty good for a MF price of $142. There is also an EPROM upgrade available to change it's capabilities, and it can be used with the Gordius Little Giant devices.
The absolute KING of MIDI control devices is the Gordius Little Giant. It can do virtually everything. Even if it can't, you can email Xavier (the guy in Belgium who makes and sells them) with a new feature you want, and he will add it if he thinks it makes sense (he did this for me). Not only that, you can hook up one or more Behringer FCB1010's to it to create a ridiculously giant pedal control system. Or there is a Gordius Little Giant module available which will allow you expand your FCB1010 to have Gordius capabilities.
One other company to mention is MIDI Solutions. John makes all kinds of great little MIDI helper devices that can solve tricky problems getting MIDI rigs to do what you want.
Good Luck!