i think you should start with a distortion...I have a vintage rat but I like the boss blues driver
then move on to a wah...i like the crybaby
then chorus...boss
then digital delay...boss
I feel like that is a complete pedal setup, but that's just for my style of playing...some people like those all in one pedals, but I think that you sacrifice quality of tone for all in one-ness if you know what I mean...
If you are a beginner and you aren't playing out at all, you should buy and learn each one individually before you buy the next one...this way the you don't contract i-can-only-play-with-effects-and-i-can't-play-clean syndrome.