Each of my "banks" have 5 presets (because of my midi controller) for clean,crunch,rythme,lead and wah and each bank is targeted to the music style I want to play: acoustic, blues, rock, hard, metal, shred. If I need specific effects for a song I create a bank of 5 presets for that song, or for that artist. So if I want to play blues I go to that bank and I have 5 presets to play with.

Since the wah has it's own preset in each bank (because I also change the amp eq, delay and reverb) my expression pedal (an old converted Crybaby) is setup for volume in other presets of the same bank.

I know it does'nt match the 4-rigs per banks but my midi controller has 5 preset switches per bank and it's easier for me to thnk that way live and I prefer a dedicated wah preset in each bank.