Typically, I see most players use a tremolo effect toward the end of their chain. Keeping a tremolo in between your pitch effects (chorus/vibrato) and your echo effects (delay/reverb) tends to work well. In the end it just comes down to personal preference. Experiment and enjoy!
My amp (Supro Tremolectric, 2 of them in stereo actually) has tube tremolo, as in power tube tremolo, so that means tremolo is dead last in my signal order. One of the cool byproducts is that in conjunction with the amp's tube spring reverb, which is the penultimate effect, one can get delay-like sounds, where when the reverb dwell/level/strength is strong enough, and the tremolo depth is midway or higher, the pitches played are repeated back, but in a distinctly un-echo-ish way.
Thats funny,cause I've always felt that way too.But I just got a boss PN-2 to split two amps,so its dead last, with a Boss ce-3 feeding it in stereo too. Both of these are after my reverb and delay pedals which seems wierd to me,but the stereo effect makes up for any wierdness by sounding unreal!
since I never use my tremolo ALONG with chorus, phase, flange, or delay (even slapback) as it muddies it up, I have it right after eq, before modulation, delay, and reverb...so technically when I use tremolo, the ONLY other effect I have on AFTER it is my reverb and sonic stomp