The problem with putting the delay before the amp is that I use the amp's overdrive channel. When the delay pedal is on before the overdrive, the delay sounds like crap.

And maggior, I know what you mean. I always have my wah and distortion going into the amps input.

There is something I figured out though; it's not the best solution, but it's something:

The Blackstar HT-1R has an emulated output jack where you can connect it to an interface or regular speakers. So I connected it to my delay pedal, then connect the delay pedal to my speakers, and it works! So for recording it looks like this will be okay.

I just wish it had an effects loop. But I guess this company realized that most people would be using this amp for practice, so there's not as much of a need to be able to set up all my pedals.

Thanks for the info.