With low gain comes low sustain. With high gain comes noise. Does the holy grail sit somewhere in the middle. Probably not! If you need to use multiple gain types, you may need two overdrive pedals. One for soft overdrive and one for hard overdrive. To stack overdrive pedals, generally you will want least gain first and highest gain second. A high gain pedal into a low gain pedal will tend to by muddy and loose clarity. A low gain into a high gain will give more overtones but also create more unwanted noise if not tamed.
So what really is the best way to buy an overdrive pedal? Really you have to try it out. Here are a few hints when buying your overdrive pedal. Go to a shop that has both the pedal you want to try and an amplifier that is similar to the one you are going to play through. Nothing sucks worse than trying out a new tube screamer with a classic blackface Fender and then going home and plugging it into your solid state Marshall. It won’t sound the same ever. Most overdrive pedals are going to sound sterile and blah plugged into a solid state amplifier. They may sound ok into a modeling amp, or they may not. Tube amps will take overdrive pedals best but depending on the schematic they will have significant characteristic changes depending on the amp. One idea may be to find a pedal rental service (like tryapedal.net) to have one in your possession with your exact equipment for a week or two. This will allow you to do the tweaking that you want to see if it will do what you want.
There you have it my ramblings on overdrive.