I usually look for reviews on harmony central and ask fellow guitarists on their opinions before I buy, but of course since taste is subjective, I usually prefer to try them out before buying. That's why generally I prefer to buy firsthand from a shop (as opposed to ordering from overseas).
I took chances with my very first pedal, and also with my most recent pedal. My uber metal and my bad monkey. Kinda regretted the first one because although I needed it at the time, I discovered that its tone is not quite the kind I like. My digitech, of course, no regrets as of yet. Not thin-sounding, fat, really cool though for most you'll wanna keep the treble higher than the bass.
All my other gear was tried personally and purchased first-hand on the spot, after playing others that are similar as well. Guess thats why I don't have any regrets on the gear I bought first-hand. Bad monkey, also no regrets!
