I know this thread is old but it's one of the few conversations I can find on the subject.
I decided to go ahead and try some stomp boxes with my Spider HD150.
Got an EHX Canyon delay/looper and a Big Muff Pi Russian reissue.
I have to say I'm impressed with the sounds I'm getting. I've even been able to use some of the onboard effects along with them with no problem.
Using my expression pedal still does great as a volume control and the wah seems to have better response.
I don't know why some people are having trouble unless they aren't using manual mode or a clean patch.