There is no right or wrong to pedal chain setup, it's good to experiment. Here is a good article about effect's chain setup I have found useful. http://users.chariot.net.au/~gmarts/fx-order.htm
I pretty much follow this advice and it has worked well. I place phase before distortions, distortions, eq, modulations like chorus, and delays and reverbs last. Works well.
I will sometimes use a Wah and contrary to usual advice prefer to have it last in the chain. So everybody is different and looking for different sounds.
If you know something better than Rock and Roll, I'd like to hear it - Jerry Lee Lewis