I'll have to agree with Alan and Joey. Effects should be used to augment your sound and be almost transparent. Many times people use effects as their sound, which also has it's place in given tunes.
About a year ago I saw band in bar called Kopecky, 3 guys, extremely full sound, both the guitarist and bass player used alot of effects. (delays,chorus,reverb) The sound was immpecable , nothing over done or overpowering.
I've given up on stomp box effects..way to noisey.
Latey I've messed around alot with taking direct out of a 400+, into effects, power amp, cabinet(s). I really like this technique, your original sound stays 100% intact, and only a wet signal goes to the 2nd amp. Then it's a matter of adjusting volumes to taste. Of course it's not the most practical setup to drag around..but it is fun to experiment.
Gary