a really rough way to figure out the order to hook up your pedals would be
tuner->pedals that affect the tonality of your guitar (chorus, wah)->od/distortion/fuzz->eq->envelope filters (phaser, flange, etc)->delay->reverb
this is a basic outline, but experiment yourself. for example, some people like to put boost pedals right at the top of their chain, and some like to put them right before or after od or even at the end. case in point-my effects chain (as i remember it right now) is as follows:
boss tuner->boss dd-3 digital dimension->voodoo lab sparkle drive->visual sound jekyll&hyde->boss ph-3->line6 echo park->moogerfooger murf->boss rv-3 (the one with delay too)->boss eq
in live settings when i get to use my own amp (a marshall tube combo), i like to send the output from my jekyll&hyde into the input of the amp and then run the rest of the effects through the amp's effects chain.
it really all depends on your personal preference and what works for your sound. there's no real end-all formula to building an effects chain. for example, most people in my position would put the echo park after the murf (the murf is a synth), but i like the way that the murf affects the echoes from the line6.
hope this helped a little-sorry it's so long.