Took me a minute to wrap my head around the AXE FX, and ultimately what I thought I should be hearing.
Two options:
1: Amp in the Room
2: Recorded Tones
I opted to go with Recorded Tones, and never looked back. This took me about half a year to grasp and make a tone I was happy with. This involved going through studio monitors in the beginning. Then I got a K10.2 and started to really identify with what I thought I needed to hear. I wanted to hear that produced tone that only comes with a final version of a record for release. I bought a second QSC K10.2 and love my setup for just about any volume.
Long story short, figure out which option you want to be hearing, then go from there. I'm very happy with my decision. I also have a 5150, Krank Rev1+, Mesa Recto and a EVH Stealth. Sill love to run through them when I get the feeling for the in the room option, which can also be accomplished with an Axe FX, a power amp, and a guitar cab.
Good luck on your adventure.