Again, it depends on what you want to do with the effects...
You could go down the pedals / pedal board route, but be prepared to experiment, swap pedals in & out until you find ones that you really like.
There again, you could try a newer multi-FX, but that then opens the question on whether you just want effects, or whether you want to get into amp/cab modelling. If you're happy with your current amp setup, and just want the effects, then maybe look at the Zoom B1 Four / B3n. Of course, the Zoom's have the amp/cab models on board as well, but they can also be used without engaging them. If you wanted to spend a bit more money, then maybe a HX FX, or one of the older Line6 M modellers (M5, M9, M13) might do the trick.
If you wanted to get a bit more serious about a multi-FX, there's the POD Go, HX Stomp / Stomp XL, as well as the Helix. There's also big bucks kit like the Kemper, Headrush, Neural & Axe FX.
Currently using the POD Go, and think it's great. It is limited compared to the Helix/HX Stomp, but anything more would be overkill for what I need. And if I do need something else, I can copy a patch/preset and tweak it to suit requirements, and work around the limitations. Sound quality's fabulous too.
Before I bought the POD Go (and all the other multi's I've been using), I was seriously considering going back to a pedal board. However, after costing up the pedals I thought I'd want/need, looking at alternatives, looking at ancillaries (board, PSU, patch cables, etc.), it made buying a "do it all" multi even more practical.
You need to figure out what sort of sounds you're after, what effects you need/want, and what you want to achieve, then go from there (usually downhill / down the rabbit hole etc.).
Whichever way you choose, trawl the Effects For Sale section.