The traditional wisdom is "time-based" effects (chorus / flangers / delays / reverb) should come after any clipping device. Now if you always use your amp clean and get your dirt from pedals, then you don't care much about the FX loop, and if you only rely on power section distortion then you don't care much neither, since the loop will still sit before the clipping stage, so it only makes sense to put your time-based stuff in the loop if you get your dirt from the preamp, and even then, it depends on your amp, amp's loop (is it line or instrument level ? Is it serie or parallel ? Is it any good or is it a definitive tone-sucker ?), effects and, of course, personal tastes.
As far as I'm concerned, I kind of prefer some of my time-based and modulation stuff - specially the memory toy delay and the dano Coolcat Trem - in front of my amp (I get my dirt partly from the preamp and partly from a couple ODs which are before the delay and trem), but the HRDx loop is rather in the "definitive tone-sucker" category. I'll possibly start to use the FX loop when I'll get a decent one :mgreen:
I also experimented with EQ and dirtbox in the loop, it gave interesting results on the JCM900, but not that much with the HRDx IMHO.