Join Date: Dec 2000
Location: Cincinnati, OH USA
What type of an amp are you using (tube, solid state, modeling)? Generally it's hard to boost the volume of a tube amp with a pedal, but with an overdrive pedal you may get a little boost and significantly more sustain.
Personally, I like the Tube Screamer TS9-DX. Has controls for tone, gain, and volume--I run 'em all at 1:00. Also has four modes with slightly different gain/EQ structures. It's a very versatile pedal for the money.
Another possibility may be to get a tube-based pedal to use as an extra channel on your amp. For a while I was using a Mesa V-Twin with a Carvin Legacy to add a couple channels (one of which was boosted) to the amp, and I've also used a Mesa Bottle Rocket (which I've currently got for sale) with my Mark IV for a while. Both are nice and reasonably inexpensive ways to tack 1 or 2 channels on to an amp.