The most obvious, and probably most common ordering for a volume pedal in the signal chain is simply to put it first: Take the cable from your instrument and connect it directly to the input of the volume pedal. Everything else comes after that. In this scenario, the volume pedal behaves very much like the volume control on your instrument itself. As you reduce the volume, you will be reducing the signal level into the following devices. For guitar players this means level sensitive inputs such as overdrive pedals, or the front end of a tube amp will respond accordingly, typically cleaning up an overdriven tone as you reduce the volume. This makes placing the volume pedal first great for things such as swells, or blending between a clean and crunchy tones. It also means that following effects such as delays and reverbs tails will still continue even after the volume is reduced to zero.
One thing to watch with connecting the volume pedal first is to make sure the input impedance is compatible with what you are connecting. In general passive electric guitar pickups will work best with at least 250K Ohm on the input of the volume pedal, around 500K Ohm is better still. Here’s a rule of thumb for nominal impedance matching to a volume pedal:
Passive electric guitar pickups – 250K – 1M Ohm
Active electric guitar pickups – 25K – 50K Ohm
Buffered pedal output – 25K – 50K Ohm
Amplified (active) piezo electric pickup – 25K – 50K Ohm
Line out such as electronic keyboard – < 150K Ohm
Passive piezo electric pickup – 10M Ohm
One problem here is that if you connect multiple instruments to your pedalboard it’s not always going to be easy to mix and match. A solution is to use an active volume pedal such as the Mission VM-PRO, which is designed to work with multiple different inputs.
The second common place to put a volume pedal is at the end of a signal chain after all the other effects . In this case it is going to behave more like a master volume control. This is useful if you don’t want to effect the effects drive level or want to be sure that the signal from all effects is cut off.
Connecting the output of the volume pedal to the main input on a guitar amp is still potentially going to impact the drive level of the front end of your amp though. One way to avoid this and make the volume pedal even more like a master volume control is to put it into an effects loop. In this case, for most effects loops, the volume pedal will be bypassing the pre amp and tone stack so as not to impact the drive level on the front end of the amp. This is a good if you really just want the volume pedal to control volume, and not have any other effect on a guitar tone. Make sure that the amp has a series effects loop, and not a parallel effects loop for this to work.
When placing the volume pedal after buffered effects pedals, or in an effects loop, you will want to use either an active volume pedal or a low impedance volume pedal, normally around 25K Ohm. Connecting a high Z passive volume pedal such as one in the 250K – 500K Ohm range will not work that well. The impedance mismatch will cause an uneven response.
One last thing. Some volume pedals provide a secondary or tuner out. On a passive volume pedal this will split the signal reducing the overall impedance and increasing the resistive and capacitative load on the signal from the extra connector, cables and electronics. This will be a particular issue if you use an always on tuner or one without a true bypass. To resolve this, one way is using a true two channel active volume pedal, where the tuner/secondary out is driven from a completely separate amplifier. If this solution is not available, make sure to use a tuner with a hard-wired bypass, and turn it off when not in use.