Guitar Effect Pedal Order

A common question that comes up for guitarist getting into using effects is "What order should I put my pedals in and does it really matter?" The answer to the second question is yes and the order can change your tone depending on how you set it up. With that said, there is a "set" order you should put your pedals in, but this is more of a philosophy than a strict rule. I encourage you to move around your pedals and see how they behave in different positions on the pedal board. Now back to the first question, "What order should I put my pedals in?" If you scour the internet for what the proper order for your effects, you will find a variety of orders and nothing that includes all types of pedals. I wanted to go through all the different types of effects, the order they should be in, and the other places they could be moved on the board outside their typical order.
Types of Effects 
Dynamic - Compression Pedals work best near the beginning of the chain where they can compress your clean signal, they also can add gain to your signal and will drive your amp and other pedals. Other examples of dynamic pedals are boost pedals and noise gates. Boost pedals can work well before overdrives and distortions to cause them to clip harder by boosting the volume. You can place them after the distortion for a solo boost, causing a volume boost in your already gained up signal.
Filter/EQ - Wahs and EQ pedals can go in various parts of the pedal board, most prefer Wah before your overdrives. I have seen overdrives used in front of wah pedal to drive the wah, which can be a cool sound.
Pitch - Harmony, Octave, and Vibrato effects are best before distortion that way they can process a clean signal and have more accurate tracking. A vibrato pedal uses slight variances in pitch to create the effect.
Overdrive/Distortion/Fuzz - These pedals boost the signal and then cause it to clip at varying degrees to create the simulation of a clipped signal in a tube guitar amp.
Modulation - Chorus, Flanger, Phaser are examples of modulation. There are a few other types, but these are the basics. Vibrato and Tremolo are also considered modulation effects. Flanger and Chorus are time based effect that fall under the modulation category
Time Based - Delay and Reverb are found at the end of the signal chain, so they will delay the entire effected signal.
Volume - Volume Pedals and Tremolo are examples of volume based effects. Volume is best before your modulation and Time based effects. Tremolo works best at the end of your chain.
Effect Pedal Order

The breakdown of the correct order (and how and win to break the rules)
#1 Buffer - If you are using a buffer pedal, like the JHS black box, it should go at the front so it can drive your signal through all your true bypass effects
#2 Tuner - The tuner should be placed as far to the front as possible so you are tuning from a clean signal.
#3 Compression - The compressor should be at the front of your signal. It is meant to compress your clean unprocessed signal.
#4 Wah & Filter - Wahs and autowahs should go next. These work best processing a cleaner signal, however to break the rules, put an overdrive in front of your wah and check out the cool tones you get. 
#5 Octave & Harmony - Pogs, Micro Pogs, Harmonist, and Pitch factors go next. These are yet another pedal that work best processing the cleanest signal possible. Some harmony pedals do not track very well anyway and having more gain/noise getting in the way of your natural signal does not help them work any better.
#6 Vibrato - Univibe type pedals work best before your fuzz and distortion, this is how Jimi Hendrix would run his univibe in front of his fuzz face and octavia.
#7 Overdrive/Distortion/Fuzz - Cascading gains into each other is all the rage ever since Stevie Ray Vaughn used to tube screamers at the same time. Pedal boards now feature quite a few gain pedals. The typical rules here are to go from lowest gain to highest gain. To break the rules, try putting the gains in other positions. Using a distortion with an overdrive afterwords to boost the signal can be great for leads. 
#8 EQ - If you are going to use a EQ pedal with gain pedals use it after the pedals to shape your tone. Some use EQ earlier in the signal to shape their original tone of the guitar. EQ can also be used as a mid boost for solos to cut through.
#9 Boost Pedals - I prefer these going after the distortion to use as a clean boost for lead lines. Others use these before your gain pedals to further overdrive your signal into your gain pedals. Running it before the gain will cause it to clip harder and distort more.
#10 Volume Pedal & Gate - Your volume pedals should go before your delays, modulations and reverb. Placing your volume before your delay will help your swells carry after the volume has been rolled off.
#11 If you use good a gate, it should go after your drive pedals, to eliminate the hiss that can be caused from high gain
#12 Any modulation you use such as phaser, chorus, and flanger will go next. These are best to be used before delay or in the effects loop of a delay pedal.
#13 Delays & Reverb should be one of the last parts of your effect chain. Doing this will cause them to delay your total effected signal.
#14 Tremolo is a volume based effect and should be last in your chain to have total effect of your entire signal.