These are interesting suggestions, but I don't think they are what I'm looking for.
What would seem to be perfect would be a mixer that included a thru for each input channel. That way you could, for example, plug a guitar into channel 1 on the mixer and connect another cord from the thru on that same channel on the mixer back into the guitar amp. Since each channel has its own volume control, you could easily control every input.
Is there a mixer available like this?