Something that players can do in this case is to use your guitars volume control as a Master volume contol over your amp's channel volume. There are still variables that may cause this to not work properly or you might see tone changes in the different volume levels using this type of control. For instance, when you turn your volume control on your guitar down you probably notice that the treble frequencies start to get rolled off a bit and at about the 3-5 range (assuming your knobs read 1-10) you notice a sharp decrease in output almost to no output at all. This is due to the type of potentiometers that guitar companies use on their volume controls. They use what is called an "audio taper" pot which is different than a normal tone or amp volume control pot which are called linear taper potentiometers. The difference being that the linear taper pot has an even frequency response through out its sweep. You will experience equal change in output from 10 down to 5 as you would from 5 down to 0. With audio taper pots the output decreases slightly from 10-7 then a little sharper decrease from 7-5 then it almost completely cuts the signal around 3 or 4.
This might be a bit more info than you need, but it's good stuff to know when you're starting to build up a pedal board it's important to have a good understanding of how all of the components of a rig work together and affect each other when certain knobs are turned. I don't know how many times I have dialed in a sweet tone while being a bit inebriated and never being able to get the knobs back to that tone again... Now, the more I understand the volume knobs, EQ knobs, pedal output levels, pedal gain levels, and the other various knobs and switches on my pedals and amps... the easier it is for me to get to the sound that I want without fumbling through tone hell before I stumble upon it.
For your amp, being a 2x12 combo 40 watts, I believe... I would suggest an overdrive pedal. Getting tube overdrive on a tube amp IS one of the cool things about owning a tube amp and many pro players prefer that tone, as the guy above me pointed out... But the Fender Twin Reverb amp was designed for clean tones... and it does that very very very well. You would have to get very loud with that amp in order to get it to overdrive... An OD pedal will get you the tone you want at no cost of permanent hearing loss and countless noise complaints.
Check out these OD's:
Fulltone OCD
MXR Modified OD
Ibanez Tubescreamer TS-808 (the original circuit... little more expensive but much more organic sounding)
BOSS Blues Driver
Those are just a few of the common OD's out there.
