Looking back, I'd say I wish I'd gone with a multi-effects unit first but I just started right in buying single effects. Obviously, single effects are going to be better for what they do, but a multi-effects unit i think would be the best way to go. That way you can figure out what you like/need/want and go from there, then sell that sucker for a ton of money so you can afford something nice 
My two cents.
My two cents.