Actually, yes there is...kinda'. While you are pretty much free to do whatever you want, your overdrive/distortion pedals should be first in your chain unless or come in after your wah, and/or compressor (you could use your comp to drive your distortion pedal....I've never tried it the other way around though). I've seen EQ's before and/or after the distortion pedal. Next would come your modulation effects (chorus, flanging, phasing, etc.) and last in line would be delays and reverbs. You definately want to keep your delay after any kind of noise supression because it can shorten your delay time once the noise threshold is exceeded.
I actually have to disagree on this one (there's that preference thing again).
I put any modulation effects first. I find that it's far too easy to overload the input of a lot of these types of effects. If that happens, then you're setting the volumes of your drive pedals to compensate, not allowing them to interact with your amp they way they "should" (again, preference).
For instance, my board is wah>echo>chorus>trem>vibe>boost (I'll have to experiment to see where I want that new Dano Transparent OD lol... I'm thinking pre-boost).
I also don't like the sound of a univibe/chorus/phaser after a dist.
But, like you said, best thing is to experiment, see what you like, see what sounds best where, with what, through what, etc.
Man, all you guys sound so fancy with your dual-channels and effects and stuff.
All my amp has is an overdrive button. I turn up the gain and turn down the volume to get a distorted sound. I only use that for playing punk style, though.
Shoot... you know where my amp rides 95% of the time? Dirty channel.
The only pedals that actually get stepped on REGULARLY are the wah and echo... sometimes boost (mostly the Classic 30... the 5150 really doesn't need it).
Other than that, it's all touch and guitar volume.
You can get a LOT of tones out of a one channel amp, man. It's all in the dynamics. Throw in a pedal or so, and you've opened up a whole other world... same one channel amp.
Look at how those Valve Jr.'s are selling. That's consumer-proof right there.
And they don't have a lead channel

Man... I want one of those little things lol.