My set up and gear is pretty simple and traditional.
For most gigs and sessions, I use a pedal board with a good number of pedals.
For more traditional or low volume gigs, I may just bring a guitar, chord, tuner and amp.
My pedals on my board at the moment are from guitar to amp as follows: Boss TU-2 tuner, RC-Booster, Ibanez Mostortion, Nobels ODR-1 reissue, Nobels ODR-1 original, T-Rex Tremster, Arion Stereo Chorus, Deluxe Memory Man, and Boss DD-6 Digital Delay.
I believe in getting a nice, fat and clean tone out of the amp before incorporating any pedals. After you get that tone, bring in the effects as you desire. I generally keep the Memory Man and RC Booster on pretty much all the time for my taste. I also love the vibrato setting on the Memory Man. It’s really great for ballads. The Nobels pedals are set to be stacked (one lower gain and one a little higher), and I use them together to boost a solo or just if I need more gain. The Arion Chorus is mainly for a Leslie effect. I use the DD-6 for splitting two amps or sometimes for the reverse delay effect. I turn my guitar volume and tone knobs all the way up and just adjust my right hand style for dynamics.
This is what works best for me. In my opinion, there are no rules at all with gear or music in general. Experimenting is how I learned everything I know to this point.
Stay tuned and in tune!