Drive or boost pedals sound fine straight in to the front end of the amp.

Some players (Sonny Landreth for one) like to run delays, phasers, etc. into the front also because of the drive characteristics they may add to the signal.

If you prefer to run delay, reverb or other modulation effects in the effects loop, it has been my experience that the Kleinulator definitely improves the way they sound.

The Kleinulator is more than just an impedance matching device so you probably want to read up on what it is and what it does to see if it holds any interest for you.  I have used Boss, Line 6 and EBS pedals in the loop and they sounded OK, but I feel that the improvement added by the Kleinulator was worth the expense.

I don't personally have any experience with the various rack mount units available.

PS:  Did you check oput my reply to your question about cabinets and speakers?

I run a digitech multi-chorus in front and an ART mx-1 in the loop for reverb and delay. I've also, in the past run a Boss DS-1, a TS7 tubescreamer, and a digitech Screamin' blues in front of the amp with great results, but the OD on this amp is so good that it's all I use now.