Not much to add to that, the rules of thumb for me are:
Stompbox effects are meant to go between the instrument and the amp.
Rack effects are meant to go in the fx loop between pre-amp and power amp stage. This is in general, htere are always exceptions.
Tuner first as chrismuzz says, cos it needs to get the cleanest signal to work best.
After that for stompies its eq effect, then distortion, then modulation, finally time-based (echo/reverb) - again a general rule of thumb - some like chorus before distortion/overdrive, others prefer it afterwards.
It is worth swapping around a bit as you may prefer to mix it up. The above works best for most people.