I don't actually know the best approach to this, because until my current act I haven't used compression at all. But I suspect that a
used dbx 266xl on eBay is the right answer. With two channels of compressor/limiter, you can piggyback one upon the other and get a more complicated setup than a pedal can deliver. With dbx, you get a great circuit. With eBay, you get it at pedal price.
(That said, I'm currently looking at the Boss multi-effects units for the Audio Kings, where I need a whole bunch of different things.)