You could get yourself a cheap effects pedal (well, its kinda old, so its cheap now). Something like the Korg G3.
Here's some cheap ones on eBay. I have one that I bought long ago. It has a guitar in, stereo headphones out, a regular left-right stereo out which you can connect to a stereo amplifier or a mono amp.
As for effects, the chorus, flange, delay, reverb are fine imho, the distortion I found mediocre, so if you want nice distortion you could put a Boss pedal in between your guitar and G3.
See Google for more info on the Korg G3.
Cheers.