Distortion

Distortion pedals basically use some form of electronic device to insert square shapes into the sine waves, giving them the powerful drive that defines a lot of music, for example old metal like Metallica and nu-metal like System Of A Down. They basically distort your sound, ranging from a light crunchy distortion to a very heavy distortion.

Good examples of distortion pedals are the Marshall JH-1 Jackhammer and the Boss DS-2 Turbo Distortion.

Wah Wah

A wah wah pedal is a pedal with a treadle that you rock back and forth. When the pedal is fully backwards and you are pushing the treadle down with your heel, the tone is very bassy (strong low frequencies). When the treadle is fully forward and you are pushing with your toes, the tone has stronger high freqencies, meaning that as you rock the treadle back and forth, you get that well known wah wah sound.

Good examples of wah wah pedals are the Jim Dunlop Crybaby and the Morley Classic Wah.

Tremolo

Tremolo is an effect that periodically changes the volume of the input signal at different speeds depending on the user, creating a unique sound heard on songs such as Audioslave - Like A Stone.

A good example of a tremolo pedal is the Boss TR-2.

Delay

The delay effect produces evenly spaced repeats and decaying echoes by feeding some of the output back into the input. Delay can be used on guitars, vocals and even drums and can be used very creatively when the delay time is set to the tempo of the song.

A good example of a delay pedal is the Boss DD-3.

Chorus

Chorus uses a short delay time combined with slight pitch modulation to create the effect of two or more instruments playing the same part.

A good example of a delay pedal is the Boss CH-1.

Flange

Flangeing is also a modulated effect, but the delay time is very short and feedback is also used to create a much stronger effect, making a 'swoosh' kind of sound.

A good example of a delay pedal is the Boss BF-3.