well i have a boss dd3 - delay (excellent), boss CS3- compression/sustainer (dont really use), boss os2- overdrive/distortion (very good pedal although for edge sound go for a SD1 cheaper and actually what he used for a good while, thats just overdrive though, you could do with a distortion pedal, if so then get an ibanez ts9) also have a jim dunlop crybaby - essential for achtung baby stuff.
so for the classic edge sound:
Boss dd3
Boss sd1
then expand from there...
wouldnt be mad about multieffects pedals, you get more of a feel for the sound you want by using individual pedals, and there better, sturdy and less can go wrong, although you will need lots of batteries or a boss adaptor with the daisy chain for multiple pedals. ive heard the boss gt6 is brilliant but i personally would prefer to spend the money on seperate pedals!! hope it helps...