Im playing a gig tonight and my volume pedal just arrived when I got home from work. Im still somewhat of an effect chain n00b since I used to just use my gt-8 but now Im starting to use single pedals, tonight the setup is simple enough.

RG - Bad Horsie - Keeley DS-1 - Laney LC30 (or whatever amps this place has apparently its pretty decent )

So my question is, Is it better to put the volume pedal before or after the other effects, which will give me the best control of the overall volume or does it not really matter? Going for a bath now, got a few hours till showtime, will check back here in a bit. Thanks in advance
I suggest you put it at the end, after the FX.

The thing is, if you put it at the beginning, you won't get the entire signal into your other FX, so you'll get a different sound (especially the distortion unit).
put the volume first in the chain that way if things get messy you can kill it and effects like to run on hotter line voltages (ie effects sends) but you will get more distortion so you'll have to turn any distortion effects down.
if you want to modify the overall volume, you need to put the volume after the other effects. if you put the volume before, you will be modifying the volume of the signal going into the other effects, and in the case of a distortion pedal, this would achieve a clean(ish) sound at a low volume and a distorted sound at a high volume, without necessarily having an effect on the overall output volume. if however you put it after the other effects, it will be modifying the overall volume of your sound.