I base my order off of what Hubber says, but I put distortion before overdrive typically. My first distortion box, my Boss DS-1, benefited from the Bad Monkey following it. The Monkey smooths it out a touch, and they sound nice together that way. I probably experiment the most with swapping distortion/overdrive stuff (including muff, etc.) to see what I come up with. I really don't worry about the order of the modulation stuff like chorus, delay, etc., other than leaving them all toward the end. I also swap around where I put my clean boost, whether to drive the chain a bit from the front of the chain, or to simply amplify the sound I am getting from the end of the chain.
I could also run my modulation stuff (delays, chorus, etc.) through the effects loop on my Peavey, but I never do. I just run it all into the input.