How do I connect a Boss GT-6?
Guitar --> Boss --> amp?
Guitar --> Boss --> amp --> Boss --> amp?

The Boss and my amp both have an effects loop.
I'll be using the OD/dist functions and the reverb and wah etc.
There's something called the four cable method.

It goes Guitar - Boss Input - FX Send - Amp Input - Amp Send - Boss Return - Boss Output - Amp Return.

It works with the GT-8, I'm sure its the same for the GT-6
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What amp do you have?

If you have an amp with a good sounding preamp, you can incorporate it into the Boss GT-6's effects loop, so that you can move it around in the FX chain. You use the 4 cable method for this:

From guitar to GT input
From GT's FX loop send to amp input
From amp's FX loop send to GT's FX loop return
From GT's output to amp's FX loop return

Make sure you set the GT's output setting to "return" (combo return or stack return or small amp return, whichever you have).

The advantage is that you can use both the preamp models in the GT, and the "real" preamp of your amp. It's one of the two, though, not both. If you use a preamp sim, turn the "LOOP" off. If you want to use the amp's preamp, turn the LOOP on but the preamp sim off.
Thanks a lot guys!
I have a Peavey ValveKing 112 with an Eminence speaker and I just ordered 3 new cables and if I have them, I'll get a used Boss GT-6.
You'll be better off using the GT's effects than the preamp sims then. The ValveKing has a nice tube preamp, you'll get good tone out of it. For the cleans, you may prefer the GT preamp sims. Just use the method I described and don't forget that you can not use a preamp sim and the "real" preamp activated at the same time!