Ok, a couple guys wrote you novels and they're probably loaded with good advice... but I'll have to write you one too.
What I recommend is to have a good EQ pedal. It makes the most difference, unless you have an amp, like a Mesa MkIV that already has an onboard 5 band EQ. THERE IS ONLY 1 EQ PEDAL I CAN RECOMMEND YOU!!!! The Maxxon 10 Band EQ. Why? Because it's built like a tank, WILL NOT change your tone, until you move the sliders... BUT, it has an added GAIN slider, which will add just enough gain for you to boost your signal... and you'll use it on every amp you own from here to eternity.
What you want is more output. You can obtain this through higher output pickups. I've never played the type you have installed in your guitar, but I'm not sure if they're official EMG's or another type. I suggest getting EMG 81/85 combo, or some Passive Dimarzio pickups. Personally, I hate the Active pickups, like EMG because they take the life out of the guitar. I just bought an expensive pair of PRS pickups that are rare and are highly rated. Man they sound great... BUT, they don't have enough output, so I can't use them. Sucks for me. Dimarzio high output pickups, like the Tone Zone, or Super Distortion 3 are really good.
Now, for Distortion/OD pedals. I use them to boost my signal. I have a Modified Boss MT-2 (metal zone) by the Whizzer, which I use to ONLY add low end depth to my sound. I don't add any of the gain. I also run an Ibanez TS-9+, which I use for a lead boost. The idea for an overdrive pedal is to send your TUBE amp into.. well, overdrive. See, a 100 watt tube amp is a $hit ton louder than a 100 watt solid state amp. The tube amps are often too loud for practice, BUT, you have to turn it loud to get that rich, creamy distortion sound. That's where the OD or Tubescreamer came into play. It helps overload those tubes so you can obtain that sweet tone.
Now, for a Solid State amp, they're actually better sounding when they are turned halfway or less. The higher you turn them up, the more signal breakup you'll get, which will effect sustain, and stuff like that (which is why you see 300 watt solid state amps). Most pedals are going to change your tone a little bit. The Maxxon OD-808 or Ibanez TS-9 don't change them too much. They just add a little distortion to boost your signal, rather than a full on distortion pedal, which is generally used to play over an amp's clean channel.
Again, I would just get the MXR 10 Band EQ. It'll add your gain, but also allow you to fine tune your tone, and you'll find that it makes a huge difference in sound. If you still need more for solo's, you can get an OD pedal.
NOW for that effects loop. You'll want your EQ's that boost your gain, gain, OD, distortion and wah effects in front of your amp, like how you're doing it now. All your modulation effects, like standard EQ, Reverb, phaser, tremolo, chorus, flanger, etc.. should go in the effects loop, so their signals aren't affected by what is in front of your amp. HOWEVER, this is only the standard way of doing it. Mess around with different combination's and see if they make a difference. I personally like my delay in front of my amp, because it distorts every note, which (when set right) gives me a cool effect when I mute the strings and play simple arpeggios.
I run all my effects in front of my amp, because my effects loop is broken, so it's not a huge deal. Some guys like the distortion going through the effects loop... meh, too each his own. This is why we try and either fail and try something else, or we try and find out that we like what we've created.
-MY GEAR-
Guitars:
Schecter C-1 Exotic with Dimarzio Tone Zone/Evolution combo pickups
Schecter C-1+ (Had Seymour Duncan JB/Jazz combo, but last night put in a PRS Dragon II in the bridge)
1985 Fender Strat (swapped out with EMG David Gilmour setup - amazing tone for EMG)
PRS Swamp Ash Special (project guitar, hopefully I can put in the PRS 57/08's)
Amps:
Main amp - Mesa Boogie MkIV (the ultimate 80's/90's metal tube amp)
Marshall ts100
Line 6 POD rackmount amp.
Cabs for the Mesa:
2x12 Mesa rectifier with v30's
4x12 Diezel
--- Nice balance of the 2x12's on bottom for low end, and the Diezel does everything else.
Effects:
Ibanez TS-9+
Modified Boss MT-2
Modified Boss DS-1
Crybaby Wah
Ibanez delay pedal
Line 6 Echo Park
MXR 10 band EQ, used for the Marshall (the second most important effect you can own)
Modified TR-2 Tremolo by Keeley
Old Boss Flanger
Boss Super Shifter
EH Big Muff - crappy, gave it to bass my player. He hated it too.
ISP Decimator (The MOST important effect you can have when running high gain amps. It also won't change your tone like other Noise suppressors.)
I can't tell you how many effects I've owned over the years. These are good ones. There are probably some boutique effects that some people say are better, and who knows, they may be right. But after 15 years of playing, searching, spending money I don't have... I have finally settled on these. Don't get me wrong. I'd like a $700 analog delay pedal too, or a $4400 Diezel amp, or a PRS guitar that I didn't have to piece together... but what I do know, is that I REALLY wish I had someone tell me about this stuff.