I always place modulation, delay, reverb, and tremolo in my amps effects loop (see sig). I have found that when I use delay in front of my amp that the delay level has to be set much lower for overdriven sounds as opposed to clean sounds (similiar issues for reverb).
With modulation I feel the sound gets too muddy when using them in front of the amp using amp overdrive.
My tremolo (boss tr2) seems to sound fuller and not have as much of an apparent volume drop when used in the effects loop (even after the C4 mod).
MIM Srat, MIM Tele, or Hagstrom D2F >EB VP Jr>TC Electronic Nova Drive>Line 6 M13>Traynor YCV40 112