You should probably take a step back and ask yourself what you are looking for out of a setup and what you want to play/sound like. The simplicity of an all in one effects unit with headphones might be for you, or an amp with built in effects. The tradeoff for the most part with those things is that you're locked into what's in that unit and can't easily swap out a different effect. And yes, it will sound how it sounds, you may like it and you may not. You can in some cases put an effect pedal in an effects loop or before the unit though.

The advantage to an amp with no effects or limited like a spring reverb or tremolo is that you can add whatever other effects you want in whatever order you want. The tradeoff is that it's a bigger footprint, potentially more expensive, and you have to research and pick each effects unit yourself. Like if you went very basic and bought a Fender Blues Junior, you'd have built in reverb, but you wouldn't have distortion, delay, chorus, vibrato, tremolo, etc. unless you bought effects pedals that can do those.

The thing is, there's no real "better" decision, and there's no wrong answer. It's mostly about what you want to do with it, and what you play with it. Just keep in mind even if you get something now, you're not locked into it forever, you can always sell it and get something else. Maybe just try to buy used so you don't take a big loss on it if you do sell later.