Try putting the "thickening" delay after everything else, as the last pedal in the chain. That way, the delay will always be present regardless of whatever other effects you have on or off. If you put it first, the thickening delay will be subject to modification by any effect that comes after it.
I'd also recommend using a digital delay so the sound of the wet-only side isn't too different from the dry-only side. Also, a DDL will allow you to get shorter delay times. If the delay between sides is too long, it starts sounding like an echo, not just bigger.
And yeah, this trick works… it's been around for quite some time, probably as long as delay-lines have been. I wouldn't use it all the time, not really my style, but it's good to make a part stand out or for a Randy Rhoads kind of sound.
