Guide to getting and playing better gigs
Classic Amp Setup
Starting from scratch, the key to assembling any usable guitar rig is accepting the notion that the components you mate need to sound good TOGETHER. No amp sounds great with every guitar. No distortion pedal works perfectly in every situation and there's no guitar that fits every player's style. Before you haphazardly buy an amp, a guitar and a few pedals and hope they sound good together, think back to your school science class. Remember when you did experiments in class? There was always a "bench mark" to compare and contrast your test subjects against. Adopt that logic when buying a guitar rig. In other words, how can you compare amps if you don't hear them all with the same guitar? When trying out guitars, make sure to test them utilizing a "bench mark" (i.e., the same amp). If you already have an amp and guitar, make sure to take them both to the shop when seeking out that perfect distortion.
In other words, it's important that a player decides on one component before moving on to choose others. For most, that means first choosing a guitar. In such a case, now's the time when paying attention to what your hero plays is important. If you like Stevie Ray's tone, a Strat is the obvious choice. If you like KISS, grab a Les Paul. If you dig R.E.M., find a Rickenbacker. If you're into Korn, you'd best seek out a seven string. THEN find the amp that brings out the most in that particular guitar. Conversely, you may be the kind of guy who likes the power and striking visual image of a Marshall stack blasting behind you. Get that amp... but after that, NEVER buy a guitar without hearing it through your amp first. In either case, the best way to avoid trial and error is first committing to the one particular piece of equipment that embodies the sound/look/image/feel/vibe you're going after. Then systematically add pieces that you know will enhance its sound.
There are three basic types of "vintage style" amps: Marshall style, Fender style, and Vox style. What makes these amps "vintage" is the lack of a master volume or "cascading preamp" section to generate distortion. This means that to generate overdrive/distortion, you either have to crank them up really loud, or use the more practical approach of running the amp clean and placing a distortion pedal in front of it. The reason I feel this pedal/vintage amp situation works well, especially for live use, is that you only have one volume control to worry about. On a multiple channel amp, you have to separately adjust levels to get your clean and dirty sounds balanced correctly on stage. In a rack system, sometimes you have a few dozen "patches" to worry about. With the vintage amp setup, just set your dirt pedal so that it's even with the "bypassed" sound, forget about it and adjust your one volume control according to the gig.
The all-time classic rock and roll guitar/amp setups are Gibson into a Marshall, Fender into a Fender, and Rickenbacker (or Gretsch) into a Vox and these match-ups are not flukes. The Gibson, for example, sounds harsh through the Fender when you kick on the distortion and the Fender sounds a bit dull through the Marshall. Conversely, anyone who has ever heard a Beatles record knows how good a Ric can sound through a Vox. Note, however, that these are only starting points and there are many exceptions. For example, Hendrix sounded killer with a Fender through a Marshall "Plexi." Ted Nugent gets legendary tone with a Gibson Byrdland through a Fender Bassman. So use the above as guidelines, but then seek your own unique voice.
When it's time to choose a dirt pedal, consider that the Strat you own has a "V-shaped" EQ curve. Therefore a TS-9 (Tube Screamer) might work well because it has a pronounced midrange. On the other hand, your Les Paul has gobs of midrange, so TS-9s tend to sound harsh. Better choices for a Les Paul are dirt boxes with "V-shaped" EQ curves. A good example is the Danelectro Fab Tone. Also familiarize yourself with the tonal differences between "distortion," "overdrive," and "fuzz." Regardless, you can have loads of fun trying your favourite guitar through the hundreds of dirt boxes out there.
Finally, the true beauty of a guitar/pedals/vintage amp setup comes when it's time to play a variety of styles. Let's say you have a hankerin' to learn country or rockabilly. Go find yourself a compression pedal, volume pedal and maybe a short delay. Want to play jazz? Leave the distortion at home but tote along a stomp box chorus. Need a heavier sound for your rock band, but a smoother sound for weekend wedding gigs? You can buy a second dirt box to change your tone without having to replace the entire rig. In a nutshell, this amp configuration offers the most versatility, the greatest simplicity/ease of use and best tone for the least money. Plus, you can add pieces as and when you can afford them instead of having to buy the whole thing in one shot. That's why it's the choice of club musicians everywhere.
See also: Killer Rock Tone