Yes I do see a lot of guitarist using delay quite liberally and multiple delays with a 2nd delay pedal too. I don't use much, I do like a rockabilly style slapback delay with a short delay time and a single or double repeat at most, but that's about all I've done with delay so far.
If you want to experiment with a cool effect you can play around with tremelo (also called vibrato sometimes). Some amps have built in tremelo and there are some good tremelo pedals out there. Boss makes a good one called the TR-2 which is only $99 new and cheaper used. I like to set the pulse of the tremelo to the tempo of the song and it's a nice effect.
Live looping is hard to do, I tried working on it at home. It requires precise timing starting and ending the loop with the footswitch to pull it off in a live playing situation. So I haven't used it playing live. Maybe one of these days. It'll probly take practice doing it over and over to get it right.
I've never understood why vibrato was every referred to as tremolo.
Leo was absolutely brilliant, but he got that one wrong.
Tremolo is the rise and fall in
volume.
Vibrato is the rise and fall in
pitch - in the actual note, itself.
Guitarists use many different types of finger vibrato all the time, for effect, to make a note
sing.
They used to do tremolo with their amps (if it had that feature built-in. I might hasten to say that most do not, any longer). They'd also do it, using their their fingers, rolling on a volume knob on the guitar, or hands-free, on a volume pedal.
But, there are pretty incredible tremolo pedals that can let you be almost surgical in the control you have over many parameters, so you can dial it in perfectly - in time,or at a syncopated, complimentary timing with the music.
But - tremolo and vibrato are two entirely different animals.
I admit, until about five years ago, I didn't think I'd ever be interested in using a tremolo effect in any of my original music; but it's an amazing and dramatic effect, when used sparingly. I love it -
especially in a stereo rig. That, combined with the panning effect feature (in some pedals) can create a huge soundscape. It can be very beautiful. I tend to use it in cleaner tones, and at lower speeds, almost primarily.
It can be used not just for soloing, but creating layers...pads (chordal, or otherwise), to build up huge ambient textures , and to create tension, like in a riveting movie soundtrack, for instance.
The Keeley Hydra (one of my favorite tremolo pedals) combines, both reverb, and tremolo (both stereo-capable, too!) into one compact box. It's a little expensive, but you essentially have two very nice pedals for the price of one high-end one - and you can use each effect separately, or combine the two, to your liking.
I have never tried looping anything, in a live setting, in front of an audience. Don't know that I could pull that off very successfully. i greatly admire those who can!