There isn't really a best. It depends on what you are playing, what you already have, and what budget you have.
Personally, I think no effects is best, I like my sound to come from my amp.
My setup might be rubbish for you. I don't actually have an ESP (Cough, do I even belong in the room? xD) but I run an Epi LP PT Pro through a Peavey 6505 on the lead channel, and this is fine for me. Your setup really isn't that important. What exactly are you playing? And what is your budget? And whatr do you already have? What is wrong with your current set up? :P
I see, well I play Instrumental songs.. well I'll give a sample of what types do I play "G5 2007 "Words" (Sorry I can't post the link. It won't allow me :| Just check it out on you tube if you have time so spare) :D
Yes I think It depends on the people using, But to be honest I am just starting to build my own setup.. My budget is none at the moment. but is there any cheaper but good in sound? I don't have ESP as well xD