There's no right or wrong to this stuff, it's all a matter of preference/need. I like to be prepared for whatever clients need when they call. So a pedalboard is a necessity.
For most of my musical life I was a 'straight into the amp' guy.
For about the last 18 years, however, I've had pedalboards, and have accumulated some favorite items after lots of experimentation.
For a while Pettyjohn made a buffer/preamp called a Lift; I call it a "Nicer-Maker." It comes first in my chain. This thing has studio-grade parts, and allows me to run 30 feet of cable from my workstation to my amps without signal loss. Best of all, it makes all the amps sound even sweeter. I have no idea why - that's just what it was made to do. It's become an integral part of my base tone, and is always on.
I run all pedals into the front of the amp; this includes modulation and delay. I like the coloration the amplifier's preamp section imparts to effects. Dirt pedals are rarely used, but when used they're set to very low distortion. They're used just to add a touch of color from time to time, or push the front end of the amp a little, pretty much the way lots of players use a Klon. Modulation, delay and reverb are used as needed for a given project. I like having a floor tuner instead of a headstock tuner.
I'll generally use a high-pass filter on my EQ pedal to cut the extreme bass without affecting the low-midrange the way amp tone controls do. Cleans up the mud, the bass sounds tighter and the guitar cuts through a mix better. Most recording engineers will do this at the console anyway, but I like to do it before the amp because it helps prevent muddying up what goes into the mic. The EQ pedal is super-high quality, again made with the parts you'd find in a studio EQ. It doesn't screw up the tone.
There are times I'll add a little high frequency push when I want a glassier sound than I can get with the amp controls. It's good to have these tone-shapers, and this is why so many session players bring pedalboards to studios. You can use 'em, or you can bypass 'em, but you're ready to do what the work calls for.