Jeff,
RE: "Being a NooB to using pedels I would like to know where I should run them. through the effect loop, in my guitar line? and in which order I should place them.". That's going to depend on whether the effects are digital or not, and whether your effects loop is parallel or series.
Delay effects, whether digital or analog, are always run after the preamp, and usually after everything else except reverb, which always comes last no matter what. In your case, since your Boss DD-6 is a digital delay, you won't be able to run it in the effects loop of a Rectifier, but you can run it in the loop of a Stilletto or other amp with a series effects loop.
If your effects loop is a series one, then I'd give the same recommendation that eltrain858 did, only with one slight difference. I'd definitely put the TS-9 before the compressor, since 1) compressors make a lot of noise, and you don't want an overdrive device like the TS-9 taking that noise and further boosting/distorting it, and 2) you want the compressor to compress the overdriven signal, not the clean signal.
In fact, as another option, you can even run the compressor in the effects loop, if your loop is series and not parallel, and it will then compress not only the signal from the TS-9, but also the preamp signal from your amp as well. This can give you even more sustain, though the tone might not be quite as good as the compressor before the amp. Try it and see what you like.
The first thing you need to determine, though, is whether your effects loop is series or parallel.