keep in mind that most metal bands' chains are:
guitar-->amp-->speakers
especially on the albums, since putting any effect in the chain generally hurts tone. they'll put in the exact effect they are currently using for that particular part of the song, record that little bit, and go back to a straight setup again when they don't need it.
live, they'll need a bigger chain, obviously, but that's one reason why their live tone never sounds as good. the smart ones use MIDI switching systems that bring each effect in and out of the chain in whatever order they want, according to the MIDI patch they select. so you step on one button and get wah-->phaser-->reverb-->delay-->amp, and step on another button to get phaser-->delay-->reverb-->amp, etc.
a basic rule of thumb for hard-wired chains is that the wah always comes right after the guitar, followed by any distortion pedals (but please don't use these things!), followed by your amp. anything else should be in the effects loop. in the loop, you'll want tone changers first, reverb second to last, and delay last. then back into the amp.
if you have a volume pedal, it is your choice whether to put it before or after your gain structure (the distortion pedal or amp). if you put it before, it will control the amount of distortion more than the actual volume. if you put it in the loop, it will control volume. in the loop, you'll want it first in the chain so that reverb and delay can continue even when you pull off the volume. i always played with my volume pedal in the loop to get the particular effects i was looking for from it (wide swells of volume).