For me less is more. But almost never "none". I use pedals sparingly (my "big" board has 5 including volume pedal and tuner + OD, delay and trem, for anyone who is counting).
But very much echoing Tim, I think the sum of nice amp cooking + carefully selected OD pedal set just about unity and adding just the right amount of dirt is greater than the parts (or the amp alone). Dynamics, punch, volume knob taper are all better. Tone at least as good.
The one added variable of an OD just seems to be a "mix saver" at so many shows. I've played without one and it was fine (particularly quiet shows). But having one provides a lot more flexibility that I often need. And no, I'm not playing crappy amps. It's been that way for me even with revered circuits (Bassman, Marshall 2061x, Deluxe Reverb, I could go on).
And not all my amps have reverb. None has delay or tremolo. Hard to play lap steel without reverb and/or delay. And I'm just not good enough to create tremolo solely with the volume knob, while playing.
So there you have it.