Guitar Pedals

Distortion - They do just what the name says...add gain or distortion making the sound rougher. Perfect for rock and heavy metal lovers, distortion pedals may be the most popular guitar pedals that are sold.
Chorus - They give the perception of similar sounds coming from multiple sources to create a full and rich sounding tone.
Fuzz - Similar to a distortion pedal but produces a more 'rough around the edges' sound that is harsher than normal distortion.
Wah - Named for the human voice sound of 'wah', the wah pedal produces a modified tone quality with the wah sound.
Reverb - Produces echo after the note is done playing.
Flange - An audio effect that occurs when to identical signals are mixed together, but one signal is time delayed. The effect is a sound that 'sweeps' up and down.
Switching - These are helpful to turn effects on or off, depending on the number of effects that you are running off your amp.
Deciding on a Guitar Pedal
The final decision on purchasing a guitar pedal depends on the genre of music you are playing and the type of sound that you are after. Generally amplifiers have built in effects but often they will not create the sound that you are after. There are many brands of guitar pedals and the choices can seem overwhelming.

You have a few options on where to actually purchase a guitar pedal. You probably have local stores where you can test out equipment and even make a purchase, but the downside is the price will be full retail. It may be wise to test out some pedals locally and the get online to find the bargains.
For an online search, start by deciding on what kind of sound you are after and the do an internet search for the type you are interested in.
You will find some good guides to guitar pedals and then you can narrow it down by brand. Reviews are often available at some of the larger sites that have feedback from actual users. Nothing is better than a fellow guitarist who has tested the guitar effect out in a live environment. Order the pedal and make sure the retailer has a good money back guarantee. You can try out the new effect pedal and if it is not what you were looking for it can always be returned.