one thing i would add that i don't think has been mentioned would be using your amps effects loop. many of the effects listed sound different (better or worse always being subject to opinion and taste) when run through your effects loop. conventional wisdom says, as most here have posted, to put anything that changes your dynamics first: volume pedal (run tuner aside this if possible to keep it out of your loop all together), compression, boosts, overdrive, distortion and then into amp. i run delays and modulation in the effects loop, that way the signal has been treated by the preamp stage