You can use more than one effect at the same time to create various combinations. When combining effects you will usually find that subtle blends are more useful as the final sound does not lose too much definition. If you are using pedals you need to physically arrange them so that the more dramatic effects such as delay and distortion occur last in the signal chain.

Delay / Volume

Distortion / Phaser

Distortion / Phaser / Volume

Delay / Phaser / Distortion

Distortion / Delay / Phaser

Distortion / Delay / Volume (Using a slide)