Distortion Thresholds and Pedals

I believe that every song has a distortion/guitar effects threshold. I am trying to nail down how that works exactly. My present thought is that it works somewhat like a game of Blackjack: The more you increase the amount of distortion, the more you increase the power of the song; BUT the moment you cross a certain line, all is lost and the song loses all its power. You can argue that this is subjective for each person, but I am going to pretend right now that this is an objective truth. Of course, depending on the style of effect, or type or distortion, this threshold will vary. For example, if it is a 60s fuzz style distortion with fat bass, the threshold for the song may be very small or nil, while a Peavey tube amp overdrive sound may have a much larger threshold for that very same song. That's just an example and I'm not sure if that is ever the case. So, when playing electric guitar the challenge is always to find the right type of distortion out of your available options and figure out what the gain threshold is for that song. (haha, this almost sounds like I know what I'm talking about) Of course, the electric guitar player can always just wuss out and not even try by using a standard clean sound. That's what I end up doing when I don't have enough time to find one. I don't think most electric guitar players have to deal with this on a day to day basis because they mostly get themselves stuck into a certain style of music that they feel comfortable with and then just go with one or two types of effects. But, if you want to play in a church that is truly going to connect with the music styles of the different people, you need to get out and try some new stuff. (Like I always say; not all the music styles will connect with each person but hopefully every person will connect with something.)
Ok now, let's get down to business. I need the help of my readers, which are you. I just spent the last paragraph talking about that which I don't know, so don't be shy to share even if you feel you are unqualified as well. I am looking at getting an expression pedal to plug into my little digital guitar effects pedal. I need your opinions, and remember: value for money is a top priority. The pedal I have is the Zoom505ii which has a lot of varying sounds. I want an expression pedal to plug in so I can take advantage of wah-wah features and such, or use it as a volume pedal. Now they do sell those, but is that really what I want? I heard it is cheaper to just get a basic volume pedal and some special adapters, like the following diagram. Apparently that is just over half the cost of the actual Zoom expression pedal. Do I want to do that? Please tell me. Maybe it is more worth my money to just get a Dunlop Cry Baby like Jimmy Hendrix used. I wonder if it would work to plug one of those into my digital pedal. Any thoughts anyone?

Ok, if you don't feel like you have any information to add to anything previous, perhaps you will step up to this challenge. I will buy a JBC (the next time I see you) for the first person to name the owner of this guitar pedal setup: (Oh Ya! In order to increase my simulated popularity through a comment count, you are only allowed to name one guitarist per comment and you actually have to name him and not just a band he was/is in).