You, of course, can always set up pedals to your liking. If you want to have the wah wah in front of the distortion or boost in front of harmonizer – by all means go for it! If it works for you and your style of play, you are the only judge!
But if you don’t know your pedals too well, or prefer to stick to the classic sound, there is also a universal way of doing that. It follows the classic sound chain set up and is the most efficient and less noisy way to chain the pedals.
Filters // Harmonizers // Dynamic Pedals (compressors)
EQ Pedals, Distortion, Overdrive, Boost, Fuzz Pedals
Modulation Pedals: phaser, chorus, etc.
Time-based pedals: echo, delay, reverb, tremolo, etc.
You, obviously, do not need to use all of them at once. Just use one or two from each group (or from only three groups) and attach them to your pedalboard in the order above.