A typical pedal train setup should kind of go like this (I dont have my list, tell me if I mess anything up)

Tuner (though it can be placed anywhere, it does best in the front)
Volume
Wah
Distortion/Overdrive
Phasers/Flangers
Tremelo (If you use one of those like I do)
Delay
Reverb

My setup is like this:
Boss DS-1 Distortion
Ibanez PH7 Phaser
Danelectro FAB Flange (Its a great pedal for the money)
Line 6 Tap Tremelo
Arion Stereo Analog Delay
Danelectro FAB Echo (Reverb)

Then to the amp. My amp doesnt have effects loop on it cuz its a cheap amp.