My advice is to see how many sounds you need at the moment. Do you need to have clean, distortion, wah and an occasional solo and that's it? Or do you need crazy U2 sounds in every single song?
As others have mentioned, Pod Go is an excellent machine. I have the Helix and Pod Go. The Helix is big, heavy and powerful. The Pod Go is light, compact and can easily fit into your gig bag. The limiting thing about the Pod Go is that you must always have your amp/cab block in your signal chain, even if you don't need it. It's wasting DSP. But this setup is ideal for most applications, including how I have my signal chain setup.
I say this with confidence, for non-complicated cover bands, bar bands, etc, Pod Go will get the job done. If you have a couple of sounds and don't need to have different effects and complicated signal processing, this is the way to go. It has all your amps, pedals. It runs in stereo and can work as a recording interface. It has all the sounds of the Helix, but has more limited signal paths, fewer buttons. It has an expression pedal, switches, etc. HX Stomp to me personally is way to limiting. But if I only played AC/DC covers, then this would suit me perfectly fine. IMO, Pod Go > Stomp for sure!
Stomp XL to me is a stupid product. It's just the Stomp + more buttons and no expression pedal. Stomp is already limited and is 1/2 the power of a Helix, so why not use an almost equally-limited Pod Go instead that is lighter and has an expression pedal.
Now for me personally, I need the big Helix because of how complicated some of the songs I play are. Not all, but some. My band requires a lot of effects, time-based effects. I would not be able to easily play some songs with only one preset on the Pod Go. I would have to break up my presets into "part 1" and "part 2" to get the job done.
I play more straight-forward music with my other band and use the Pod Go there. In that punk band I just need: distortion, delay, wah, solo boost. So I can get by with only one preset on the Pod Go easily.