I think almost first in the signal chain before the overdrives which are first, and reverb (which is last)
I'd experiment and see where it sounds best.
I would put it before the overdrives (or from a side-chain) but after anything that improves the original signal (like a buffer - which my VHT Pre has just to provide a better signal to pedals).
Why? Because you want it to harmonize correctly and NOT harmonize tones that are outside the key. I've got a G-Force which has an intelligent harmonizer in it. It kicks butt, but I want it to have the easiest job determining what it's hearing so that it harmonizes correctly.
Of course, Cinvala's approach is also very valid because, as we all know, the "rules" are really just guidelines and are meant to be broken sometimes! :)
I always ran mine after the tuner. First thing.
Thanks, that is kinda what I thought FB Craigy and Cinvala
Don't be afraid to try it in the loop though. When I run my Lexicon verb it's in the loop. When I put it in harmonize mode it sounds good there with or without gain.