The SFX-01 has a true bypass, so it doesn't color the tone at all when it's disengaged.
SD has a full offering of active pickups in single coils and buckers. The selection isn't quite as broad as EMG's, but I think they can do just as much with what they have. The Livewire single coils and the Livewire classic humbucker are very useable pickups that will work for a very wide range of tones. The Livewire metal is an insanely hot humbucker that's really not capable of cleans. Though, it will get you all the compression you're looking for, I'd imagine. The new Dave Mustaine set is supposed to be like an active JB/Jazz set, but no one around here has tried them yet. There are a few that have them on order, though.