If you're just starting out with saturation, I'd suggest the freebie; variety of sound Tessla Pro II.

One of the best freeware ones I've heard.

Roundtone for techno'ish duties but i try various different plugins all the time. Recently learned about VOS's Thrillseaker's drive .. me like!

Saturn

Well its kind of complicated, i need it to do exactly what it does but you see am working on some project its progressive rock, but its really of the hook, its very ambient, very uptempo, very progressive lets just say.
The varieties are endless and i really need that imperfect punch, that life and and character that only saturation gives.

Am onto testing this baby:
http://varietyofsound.wordpress.com/2009/10/29/ferrictds-rel eased-today-withi-the-kvr-dc09/

Slate digital VTM
Because it gives the mix a nice sound and it's an accurate emulation of Studer tape machines according to those that have used both. It's got a shiny GUI too.

Mellowmuse SATV
Has 4 saturation modes, the tape setting is especially
nice on drums. Group mode is really useful.

PSP Vintage Warmer
Still a good all round saturator/compressor/limiter,
though it's easy to over do.

Massey Tapehead
Like it for fattening up soft synth

MDA Bandisto
Multi-band distortion, free and despite no oversampling
really useful

PSP MixSaturator 2, and the other units in MixPack and actually many of the PSP audioware stuff like sQuad EQ have good saturation (IMO)

+1 many of the free and paywares already mentioned like VoS and TB