Guitar effects on a microphone is very hard to manage without uncontrollable
feedback. But I saw it done - on a saxophone yet! - by a trio called
Spongehead (guitar/bass, sax, and drums). The sax player used wah, echo,
and an octave divider (which on a tenor or bari gave him some very
nice deep notes, allowing the sax to function as the bass player on
some songs!). I don't remember if he ever used distortion.
He played through a big guitar amp, i think.
Well and of course, let's not forget the Maestro himself: Miles Davis
blowes his horn, distorted and through a wah, i think e.g. on "Live
Evil" . It's sometimes hard to tell which lines are played by him and
which are played by the guitar.
Lukas