I put them in order of things that affect the guitar`s signal, things that add to it, and things that use time.

So (for me) Wah comes first. It`s basically a tone control. Overdrive adds to the signal, so it`s next. Reverb, Delay, etc, are all time-based effects so they come last.

But there is no `right`way as has been mentioned. I`m going to try the Wah after OD chain. Neal might be on to something. :)