There are no rules for this. I can give you some tips but it really comes down to personal taste. I encourage you to research how some of your favorite guitar players connect their pedals and to experiment and try different things.
Generally I would put time-based effects like delay and reverb in the effects loop, especially if you are using the distortion channel of your amp. This way the delays and reverbs will not be distorted.
If you are using only the amp's clean channel then I would connect everything in front of the amp.
I prefer the configuration of wah> distortion> PitchFactor> ModFactor> TimeFactor> Space> amp input, with the amp on clean channel.
There are many sonic possibilities! Have fun trying different configurations.