Hi,
I am not sure which Ernie Ball pedal you tried that had jacks on the side. Take a look at this page;
http://www.ernieball.com/products_pedals.php I have used an Ernie Ball volume pedal for years and it has never let me down. It is strong aluminum, uses quality jacks and has a very smooth action.
Another pedal that I also use is a Korg XVP-10;
http://www.korg.com/gear/info.asp?a_prod_no=XVP10&category_id=7 This pedal has 2 inputs/outputs. The outputs also serve as control voltage outputs for those instruments that include a volume pedal input.
Don't skimp on a volume pedal. The little plastic ones have no travel (like you mentioned) and won't hold up to heavy use like the better and more expensive aluminum models.
Good luck,
Dave