Personally, I run mine like Hanson mentioned above... right after the tuner, before OD. It really is preference, so try a couple positions, and do what sounds good to you. This (older) video from Wampler Pedals has a pretty good explanation of the differences you will see with regard to before or after OD / Distortion:
I gotta say the only time the compressor after the OD didn't sound like complete trash is when he mostly blended it right out of the signal.
I'll be sticking with mine in front.