By going direct you are taking out one portion of the signal chain that makes up your tone - the speakers & cabinet. That is why some recordings have the miked cabinet on the track as opposed to going D.I.
IF you are able to closely replicate the tone that the speaker and cabinet of your choice brings to your overall tone, then fine, tinker with a DI box, get the Line IN setting matching the DI box's output and go direct.
A good close mic recording can be fidgety. The angle, the proximity of the mike - and what type of mike you use is critical. It's what makes a good sound engineer.Plus, you might not have the 'room' to do that in (ie: isolation).
Quite often the sound you are searching for, involves turning up the amp past courteous levels in a home. If your fav amp & cabinet is a Marshall/ 4x12 then chances are the neighbours will complain if you crank that. Even 30 watt combo amps can be too loud in most suburban/urban environments. Vox AC30s & Fender Deluxe Reverbs are deceptively loud & can be heard down the street!
On the issue of DI technique you lose, as I said, the effect on your tone that the speakers and the cabinet bring to the overall tone. There are sophisticated DI boxes & gear that will simulate that effect and to what expense you are prepared to spend on that DI part of the chain will give you a close replication of the tone you started out with. That's assuming you also have a load capacity with the DI box you have, to take the amp signal? If you dispense with the amp totally that's a further part of the signal chain that is lost & again, you either have to EQ or simulate that to get back to square one.
I have no idea what recording setup you presently have and there are varying degrees of equipment & software you can get - it all depends on what you want to spend.
Oh, on the issue of effects pedal.... I'd suggest you use them as you would in a normal practice/live situation. Most guitar effects pedals won't bring the output level to the usual recording standard Line In level, as the manufacturers of the pedals are expecting the pedal to go into an amp or another effects pedal. Not directly into a PC. If you still have the pedals manuals handy, check the output levels of the pedals and see if that matches with the soundcard input level. Are you using a AD/DA preamp before you go into the computer's soundcard? If you are check the specs on the preamp too. Matching levels will make things a lot more civilised!