I don't FX much at my solo gigs, but with my trio, I have a pedal board set up thusly: Guitar -> Tuner -> Dano auto-wha -> Boss HM-2 -> Boss Phazer -> Boss Super phazer -> Boss Flanger -> Dano chorus -> Dano digital delay -> acoustic amp and/or PA system.

The trick, IMABO, is to use FX like you use spices in cooking...sparingly