Tuner (Mute) > Compressor (Regulate) > Pre (EQ and Shape) > Overdrive (Extra Push)... i would imagine would be the normal.
But try the Compressor after the Drive can give a different 'cut' to the notes...
Similarly Drive in front of a Pre can push a change in dynamic and tone texture... but these may be more a one-off type use thing.
Same as placing a delay, often at the end, repeats are the same... Delay before say Modulation, Chorus, Phaser or Flanger... means the repeats 'move'...
EDIT: Good point on the above in regard to DI... and / or an amp.