Guitar-->Direct Box-->Effects-->Amp or Console.
If you have a mixer.
Guitar-->Direct Box-->Mixer-->Effects-->Recorder
Remember it's better not to add any effects (except distortion and compression) until mixdown.
Also when listening to what you have on the mix, use Monitors or run it through your stereo speakers. Never Go By What You Hear In Headphones. The frequency range, where the frequency boosts are, and stereo panning is completely inaccurate. You will find later that your recording either has too much bass, too much highs, or just plan old weak if you mix with headphones.
"My whole life is a dark room...ONE BIG DARK ROOM" - a.f.i.