you should do what sounds best to you, play with it... it takes a lot of time to find out what works best for you.
I put my overdrive/fuzz at the beginning, stuff like chorus, reverb, delay,... I would put at the back. can't say anything about the compressor, I never had one... My effects are or on my board in the order you can find them in my signature!
Fender American Standard Jazz bass - Marshall MB4410 - Polytune - Steel Leather - el grande bass fuzz - Corona Chorus - Russian BassBalls - APW-5 - Dynaverb.