is there a rule of thumb when it comes to setting the volume's of various effects.
let's say you have four or five effects pedals all chained together do you set one louder than the other or should they all be about the same

My rule of thumb is... If it sounds good than it does! Or whatever works, works!

On the more practical side... set them all at about the same level. Then experiment with what you like a bit louder and waht you like a bit more subtle.

In the end you'll find what's best for you, wich is the ultimate goal ain't it?