I mostly play my fretless basses clean, maybe a lil compression if needed. Though for the cool "classic" fretless sounds for you to experiment with, go with an octaver, chorus/flanger, compression, reverb and you'll pretty soon see you can have a great deal of fun with that for a start..
My weapons of choice for doin that, would (so far) be:
Octavers
Boss OC-2, EHX Micro Pog, I like them both, they are different birds and good at different things.
Chorus
Danelectro Cool Cat, Killer chorus!
Flanger
Danelectro Hash Browns, Nice vintage feel flanger
Compressor
Aphex Punch Factory, It just does the job, no questions asked
Art Tube Levelar, I swapped out the factory tube for a lil cleaner tube (dont remember the name etc.) that gives more gain and less noise, great compressor this one too!
And reverb I still haven't found anything that has spellbound me yet (and since I am not a live player I most often add that in the computer when I have recorded what I need so the need hasn't yet been that urge to me).
Good luck, and have fun!!!
D.Don