Ideally, the best way to run a POD is to plug it into the return of your amp's effects loop. This bypasses the preamp stage of the amp, running the POD straight into the power amp, giving a cleaner signal.
If your amp doesn't have an effects loop, simply plug straight into the amp, and set the amp for a clean sound.
That said, there really aren't any rules. I actually ran my POD-XT into my Marshall JCM 800 stack (no effects loop) for a number of gigs years ago and was able to make it sound cool. I encourage you to just experiment and try any ideas, as you'll never know what cool sounds could be lurking in your gear!
Good luck!
Mike
Keep rockin!
Mike Olekshy
GT Guitar Coach
