The kit that I like to always have within reach is a Sennheiser MKH416 and MKH30 recording matrixed M-S to a Fostex FR-2. Its not ideal for all situations, but its an excellent all-round kit for a wide variety of conditions. An X-Y pair of MKH416's or MKH50's would be a close second, although they lack the easy portability of an M-S kit squeezed into a single Rycote.
Beyond general-purpose mic kits, much of your equipment choice will depend on the effects in question. For example, a kick-drum mic is a lousey general-purpose effects mic, but an AKG d112 can add a groovy sub-bass element to explosions or jet aircraft. Also, be aware of the effects portability and the environment have on your equipemnt choices. If you're wanting to record distant thunder, then plan for getting caught in the rain.
A good book to get you started would be "The Practical Art of Motion Picture Sound" by David L. Yewdall.
A shotgun is not the best choice for stereo SFX recording, even a fairly high-end model such as the Senn 418S will not be as accurate as a dedicated stereo condenser (one with a larger element). Stereo shotguns usually have two modes: Super-cardiod OR stereo, but not both, so some compromise is expected with both modes. Unless you don't own a shotgun and are often limited to only one mic in your bag, a better choice would be to get a dedicated stereo condenser that can do M/S and a single mono shotgun.
Some good models are:
Shure VP-88 (affordable and portable)
Neumann 191 (it's still a shotgun but with big diaphragm-big bucks too!)
Beyerdynamic 742 (I have this one, but it's hard to find in the USA)
but...two good large-diaphragm, caridoid condensers would would well with X/Y setups. They just aren't as portable.