FIrst you should find out what type of LOOP you have in your amp..
A Series loop or a Parallel loop..
You need to know which one you have in order to use it correctly.
DELAYs and REverbs just sound way better when placed in an amp's effects loop. if you place Delays & reverbs before your HIgh gain preamp section it will come out somewhat muddled and not as clear. TIme based effects should be placed in your amps Loop.
I myself just keep only DELAYS, REVERBS and maybe Pitchsifter/Harmonizer processors in my amps FX loop. Processors can better deal with the Signal output level coming out of the amp. Having the delays and Reverb after the preamp section sound way better and cleaner instead of getting muddled by heavy gain/distortion. everything else that is a stomp box I place before my preamp.. such as OD, Chorus, flanger, phaser stomp boxes...and of course the WAH.
But i have seen guitarist place their effect either in front of the preamp or behind the preamp.. everyone has their own taste..
just remember a mismatch in signal will occur if you put a stomp box in the effects loop. Stomp boxes do not have the same LINE level of a loop and they are not designed to place in an amp's LOOP. They dont sound good in the loop. JUst processors or anything with the correct line Level.
hope this helps.