Filter effects are basically effects that take your sounds and either cut or boost certain frequecies.
An EQ pedal does the exact same thing the EQ on a stereo does. It lets you pick a frequency and cut or boost it. Having it in a pedal means you can turn it on or off at a whim and it is within your reach if you need to make a change. The MXR M-108 or the Boss GE-7 are examples of EQ pedals.
Wah is basically an eq pedal with a small group of frequencies boosted and the others cut, then when you rock your foot on the pedal, it select what that range of frequencies is set at. A talented wah player can get very creative tones from a pedal. There is also a series of pedals that simulate a wah effect based on how hard you play, these are called auto-wah or envelope filters. The Dunlop Crybaby is probably the most classic wah pedal.
What Do I use?
Well right now, I do not have an EQ or Wah pedal in my rig.
Got a favorite wah pedal? How about a great EQ pedal you use? Post a comment below!