Late to the party, but I'll throw in these thoughts...
A flathead screwdriver can cut deep like a knife or shiv, makes a pretty good cattle-prod, I've even used one as a hammer... but it still works best at what it was designed for, driving flathead screws.
You mentioned instruments, but not what style of music you'll be playing, what you need it for, what you want it to do, what you want to accomplish...
Evening out your playing by bringing down peaks and raising fingerstyle nuances,
hard-limiting,
Smoothing out your single-coil tone with some or no colouration,
enhancing snappy chickenpicking, slap and pop (ala Reggie Wooten), hammer-on touch-stylings etc
Taming other effects such as envelope filters
adding sustain
punching through the mix
adding clarity to distorted tones (run the comp in front and use less distortion)
...
I was going to recommend the Thumb Sucker as it is most like what you already know, but without the supposed drawbacks of the Dyna-Ross based comps (according to the designer of the Engineer's Thumb).
If you're looking to play some country or twangier genres, the Byrdhouse will jangle your jingles, but it is based on the Dyna-Ross paradigm.
If you want some smooth subtle colouration, then definitely try an optical comp such as the Diamond (alas, no Diamond clone from PedalPCB just yet, but available in PCB form at Aion and Lectric-FX or build on vero/perf).
Compression as effect itself, build the Creamery and it will milk every bit of your playing.
For low noise, low colouration and working well as a limiter, build the Constrictor for great compulations
PS: in addition to the Ovnilab link MichaelW gave (an excellent resource), here's some more reading to do on the comps you're considering:
The definitive compressor shootout! More than 50 reviews and counting.
www.compressorpedalreviews.com
I'd highly recommend the General Tso over the Delegate/Warden. Much easier to dial in a good sound quickly and compensate between different types of guitars/pickups.
