Some amps have an effects loop as well. In this case, you can run your guitar straight to the amp, then a seperate cord comes from a send going to your series of effects, then returning to the return of the amp. I have one on my amp, but honestly never use it and just do it as mentioned above. Also keep in mind that the order of the pedals greatly affects your tone...so experiment with different orders of sequence if you're using multiple pedals.