Hi Erney,
As far as effects go, less is more. I've found that a touch of reverb and a touch of delay works well, too much muddies the sound. I also use a very small amount of stereo chorus, I have a stereo set up and this modulates the sound between the 2 channels, gives a subtle Leslie type of effect. (I'll probably get a telling off for this from the purists

)
As others have pointed out, amp settings will vary with make of guitar, pickup type, bar type, etc. I found it took some time to get a good sound over all of the neck, there are so many variations in string gauges and different combinations of grips, that you can get a tone that sounds good on one part of neck but dies at another.
But a lot of the tone you get is down to your playing technique, and that takes time and a lot of practice to get the muscle memory working. I find that working on a song from tab is good for learning how to put things together on the pedal steel, definitely speeds up the learning process to an extent.
It's a hard instrument to learn, I've played guitar for about 50 years and I struggled for the first couple of years on pedal steel. There's no real short cuts, just a lot of practice/learning the theory. However, it does all start to make sense eventually and then it pays back all the hard work you've put in.
BTW It's totally addictive once you get into it, my wife has now started a women's group to console other pedal steel widows
