Yes, for guys who have progress to have more than 2 effects to practise, jam & perform. It's wise to invest in a effects "gig bag" or 'pedal board'.
The advantages are:
1) greater protection of effects
2) convinence
3) reduce wear and tear of sockets, cables and plugs
4) common supply, no more power worries
5) instant setup
The only disadvantage is that you need to pay money for it, and it may cost more than one of your effects.
ALWAYS use a reputable power supply, over-rate, never underrate, kiasu rules dude. Do not use those tiny multi selectable voltages kind, as they will fail easily, poor performance, high noise interference, give you more chance to make fatal mistakes.
ALWAYS make sure your supply is meant for the effect in use. DON'T TRY TRY, consequence is dire, could fry an effect beyond repair.
Rock on dudes.