Listen to all the recordings that you can - preferably on some quality headphones (Grado) or earbuds (I quite like my M-Audio IE10s) (with no EQ!). This will allow you to hear all of the nuances of the effects. Some of my favorites:
Black Sabbath (the first one)
Dark Side of the Moon
Led Zeppelin (the first one)
Mother Lode - Loggins and Messina
So long so wrong - Alison Krauss & Union Station
most any 80's hair metal national act's albums
Of course the first thing to do is to get the tones and blend of the vocals and instruments right. Then you can sweeten it up with effects.