Yes, you want to order your choices of pedals from the cheapest retailer as possible, but what´s more important when it comes to your sound is another order - to put the pedals in the right order. There´s of course exceptions to the rules, and a lot of those guitarist who´ll put their equipment in the "wrong" order can also get a great sound, there´s plenty of examples of this (Jimi Hendrix is one example, he liked to use his Fuzz Face before his Wah-wah pedal). But to most likely get the best sound from your pedals, with least amount of noise, follow this guide. Then, if you´re still not happy with your sound, mess around!
2. Filters: Here´s where you should put your wah pedal (even an auto wah, if you´ve got one of these) and your envelope filter. These are effects that depends a lot on the way you pick the guitar, so they should come in before any other pedals alter the signal.
3. Compressors: Here´s where to put your compressor. These are pedals that often creates some noise, and therefore it´s best to put them early in your chain of effects.
6. Modulation. It´s time for some of the most beloved effect pedals, the ones that modulates the tone. Here´s where to put your chorus, your flanger, your phaser and your tremolo. They like it best when they´re put after the overdrive/distortion pedals and works really well here. There´s no golden rule which of these to put first, it all comes down to using your ears. If the phaser sounds best before the chorus, then go with it,
7. Volume: If you own a volume pedal, here´s where to put it. If you instead were to place it after the delay unit, then it would affect the delay. You don´t want that, you would want the delay to get to do it´s job all the way through, even after the volume is turned down on your volume pedal.
8. Reverb: Here´s where I´ve placed my reverb pedal. Surely, many guitarists doesn´t use a reverb pedal, but i like my Holy Grail. I wouldn´t use it when I play with a great amplifier with a great sounding reverb, but when I get to venues with backline that isn´t top notch (sometimes the amps won´t even have a reverb), I like to have the oppurtunity to switch on some reverb on my pedal board. Other people might would´ve put this unit somewhere else in the chain (probably last), but I like it here.
9. Noise gate / Noise supressor: If you need a unit like this, for either clipping off your notes or removing unwanted noise, there's two possibilities. Either you put it here, before the delay (you don't want it to cut off the delay, that's no good) but after your other effects to dela with unwanted noise that has been created in your pedal chain. Or you can put it almost first in the chain, right after the tuner, to remove unwanted noise from your guitar pickups (especially if you're playing a guitar with single coils. Humbuckers are less noisy). Try out where you would prefer to use this pedal, almost first in the chain or almost last.
11. Boost / Noise gate: Here´s where I put my boost pedal. I only use boost when i need a bit of more push, a little extra volume kick for a solo when I´m playing in a band with another guitarist. If you don´t use a boost for your solos, chances are that they will disappear when playing live. So I think it does a great job when placed last in the pedal chain.
Effect loop: Many amps comes with an effect loop which can come in handy when you own a lot of effect pedals. Some pedals works great in the loop, some doesn't. A good rule is to don't put distortion, fuzz or overdrive in the effect loop, they work better when they go straight into your amp. Modulation pedals, however, often works good in the effect loop. So what you can do if you want the possibility to use the effect loop, plug in your effects in the order above into your amp and stop before the modulation pedals. Take your modulation pedals and every unit that comes after them and put them in the effect loop. However, keep in mind that if yo are a guitarist who plays at many different stages and uses the amps there, the risk is that not every amp you encounter will have an effect loop. That said, it's always good to don't rely too heavy on this feature and to have a rig that can sound good straight into an amp as well as when using an effect loop.
There it is, the way to place your effects. Next pedal board installment will deal with powering your pedals and linking them up with proper cables.