This is how I would do it.....

Guitar > Wah > Overdrive > Distortion > Amp
(OD and Distortion can be swapped)

Then through the effects loop.

Delay > Chorus > Phaser

I've found that to my ears that the time based effects sound better through the loop.

If there is no effects loop on you amp.

Guitar > Wah > Overdrive > Distortion > Delay > Chorus > Phaser

In all honesty though, everyone does it differently. Just experiment and use what sounds best to your ears....