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Most guitarists have at least some idea of their ultimate sound. Even though the effects, amplifier, overdrive level and speakers all have a large impact on the final sound, it all starts with the pickup, and like wines, players usually acquire an appreciation of the subtleties in pickup sounds over time. Also, as you upgrade your amplifiers and speakers, you will hear more clearly the special sound of your own guitar and its pickups.
For example, pickups which sound characterless (clear but un-coloured) with clean settings generally maintain their clarity at very high overdrive levels, while pickups with their own unique sound maintain a strong character at low to medium levels of overdrive, but lose some clarity at high overdrive levels.
It has to be said that if you use a lot of overdrive, you will miss the subtleties of different pickups. Instead, you're more likely to notice other factors in different guitars such as pick attack, sustain, evenness of response, and so on.
Probably one of the main traps to avoid is going for too much variety on the same instrument, particularly if you play live. I've read many magazine profiles of respected players who have problems with the difference in sounds between the neck and bridge pickups. If you set your amplifier for the ultimate sound on one pickup, it can make the other sound very ordinary, so you either accept it, or go with a compromise where both pickups sound reasonable.
One option on two pickup guitars is to go with a stereo set-up, so you can optimise the sound of each pickup. There have been many other attempts to match the tone between pickups more evenly, while still retaining the timbre (that's the sound unique to the pickup, and it's position on the guitar).
A popular option with companies like Seymour Duncan is to offer a neck/bridge set of pickups, where the bridge pickup has a few extra coil windings to give it a slightly hotter output (to compensate for less string vibration over the bridge pickup) and a little more middle (to more evenly match the tone of the neck pickup). The only downside is that the combined pickup sound is marginally compromised (explanation later!).
Another common solution along similar lines, and even more extreme, is to use a single coil in the neck position and a humbucker in the bridge position. There can be good reasons for doing this, such as using the pickups, and associated controls for switching between good rhythm and lead sounds. This approach has the advantage of simplicity, but deprives you of worthwhile variety in a combined pickup sound.
The answer is to use the pickups alone and in combination to provide a palette of useful sounds, and find another means to change between rhythm and lead settings. Channel switching amplifiers are ideal, of course, but other possibilities are volume pedals, equaliser stomp boxes, a master guitar volume control, overdrive pedals, and so on.