Well, this is TRUE, Sevenstringer... but for let's say what most would consider a tasteful? sound, effects do have a certain order. This problem sometimes with pedals and an amp without an effects loop. But any rate, consider this...
1. Signal ->
*A. Pre-EQ -> (optional)
2. Volume/Wah ->(Wah is a type of EQ essentially)
3. Gain based effects ->(overdrive, distortion, etc.)
...4. Pre-amp section ->(if an effects loop is present)
5. Post gain EQ ->(Again optional. Some like to place Wah effects here)
6. Modulation effects ->(Chorus, flange, etc.)
7. Time based effects ->(Delay, reverb, etc.)
...8. Power-amp section. Altho, to note, the BEST setup doesn't have ANY modulation or time effects until after the signal leaves the speaker. The distortion stages (1. Pre-amp 2.
power amp 3. speakers) are left relatively unnaffected before appplying signal shaping. You essentially don't want any of your effects to be distorting, and if they are present BEFORE the power amp stage (Where, in a tube driven setup, some of the sweetest distortions lurk) the effects will be distorting along with the signal. Again, there is really no truely right or wrong setup, tho. If you're using a solid-state setup, well, then your gain will be derived from the pre-amp or a fuzz/distortion/modeler so, you have a bit more flexibility if you want to be ahem, "proper." Lol! Good success!