Putting a compressor before a filter is one thing you will never catch me doing 
On the other hand though, my filters ALWAYS go after gain pedals, as I've never had any problem with the filter not opening. As far as I'm concerned, just tune the sensitivity of the filter, and the output level of the gain, so that it triggers the filter, without there being a massive volume jump. I've never had any trouble running filters and fuzzes/octaves in this way.
On the other hand though, my filters ALWAYS go after gain pedals, as I've never had any problem with the filter not opening. As far as I'm concerned, just tune the sensitivity of the filter, and the output level of the gain, so that it triggers the filter, without there being a massive volume jump. I've never had any trouble running filters and fuzzes/octaves in this way.