i have a delay, reverb, EQ, and noise gate that i have heard would be better in an FX loop, but my amp, the Blues Junior, doesn't have one, and i was wondering if it was worth it to make an FX loop myself.
It can be done, but you better know something about electronics and electronics design. Essentially, you need to add another stage of amplification for the FX loop. If that's a tube amp and you have no unused preamp tube sections, you'll need to add another tube and supporting electronics.