it's a really difficult question to answer - there are no [i]must[/i] have effects as far as I'm concerned, it's just personal preference.
If you've got a POD already, am I right in thinking that has a selection of FX? If so, that should give you an idea on the sort of pedals you may be interested in...
Personally, I have never felt the need for a compressor or a preamp, but others swear by them, so it's really horses for courses here. Sorry, that's not really a recommendation is it!