depends what you're using the POD for I'd say... If you're running the pod as a pre-amp, I'd be tempted to try the POD first in the chain, then you get all the tonal jiggery-pokery you like, without the POD affecting all the tone from your pedals...
Alternatively, if you'd prefer to notch down the crazy effects, then POD at the end would make sense...
Bang it in both ends (if you'll pardon the expression!) and see what sounds best to your ears, that's the best way.