In the video below, Steve Vai gives us a crash course on how to go about configuring your pedal board. He touches on pedal order, combing short and long delays as well as using your effects send and return at the back of your amp.
You may also want to check out this post on the logical order of guitar effects, however as Steve states in the video, there is no right or wrong (except running out of batteries).
Steve also touches on adding one distortion to another distortion, which is an important element that I think all guitarists should have a grasp on.
