It really depends on what quality of stomp boxes and mutli effects boxes you are talking about... thera are good ones and there are bad ones for both.
for an analog
stomp box dist pedal, try a MI audio crunch box, or a zvex box of rock, or an okko diablo. there a a ton of good analog distortion pedals put there from small builders.
the thing with individual stomps is that it can get expensive real fast.
for a digital multi effects unit, i hear lots of good things about the tonelab LE, or you could go with a digitech GNX and get the MFX supermodels upgrade.
the Axe-FX is probably the best digital modeler/multi effects unit out there, but it i sout of most people's budgets
Also, what amp and speakers/cab are you using? that has a lot of influence on the sound.