Glad to hear you like the amp! Such a blissfully named little beast. So many sounds...
I haven't used a PS2, but I think straitjacket has a point with the attenuation. The Shiva's got a great MV, but it does sound better when it's opened up a little. With my Shiva, I typically use the effects send to run the wet cabs, but I'm guessing that the line out on the PS2 would work even better. With other amps, I sometimes use a direct box between the amp and the dry cab, which I'm pretty sure is exactly what the line out on the PS2 is.
As for effects, there really are so many options. While one processor is certainly enough, some processors take a little time to switch presets, causing a short period where there are no effects and eliminating the tail of any reverbs or delays you were using. Having two processors eliminates this by being able to preload the desired presets on each box, then just switching between them. Of course, then you'll need a loop switcher to turn them on and off, but the benefit is more then worth it, IMHO.
I can verify that the MPX1 can be a pain to program. While I don't have an H9, I do have all the Factor pedals, an Eclipse, an H3000DSE, and a GTR4000. The Factors and the Eclipse are pretty easy to program, much more so than the MPX1. So, I'd imagine that the H9 is easier, too.
With any processor, it's mostly a question of how flexible they are versus how much time you want to put into it. If you just want to use or slightly modify some presets, most everything's going to be pretty easy. If you really want to develop your own sounds, you'll want to find something that allows pretty deep editing (like an Eventide H8000FW). For me, I like to tweak, but I like to play more. The processors than I've gotten the most enjoyment out of are probably my Eventides and my Lexicon PCM81. Their presets are good and they're pretty easy to tweak and can go deeper, if I want. There really are a TON of options, though.