there are no stead fast rules as if you are getting the sound you want then...job done !

However here are some pointers.

Reverbs after distortion.

delay at the end of the chain.

Compressors at the beginning after wha (right at the front, before distortion, if thats the sound you like)

modulation (flange, chorus, delay) near the end

there is an article about this on the Boss web site

Mine goes:
wah, compressor, pitch shifter, tremolo, chorus, distortion, phase, flange, delay. verb, amp