seems like every manual recommends their pedal to be the first in the chain.
but just to clarify,
"A DI unit, DI box, Direct Box or simply DI is an electronic device that connects a high impedance, line level, unbalanced output signal to a low impedance mic level balanced input usually via XLR connector. DIs are frequently used to connect an electric guitar or electric bass to a mixing console's microphone input."
calling the sansamp a DI can probably be figured out, but to someone who is familiar with mixers and PA setups it can be confusing. it is more accurate to call it a preamp. a preamp provides equalisation as well as a buffer. the sansamp is in fact a preamp with a built-in DI, or vice-versa, whichever way you put it.
the reason why this is important here is because if you use the DI function of the sansamp or whatever preamp you use, you would put it after all of your effects, or last in your chain. this is so that the effected signal goes into the soundboard. everything after the DI obviously does not go into the soundboard. in many instances, people who use DIs do not use amps.
frankly speaking putting your preamp before or after your chain doesn't make a difference. however, some effects would benefit from the buffer being placed before it because they work better with a strong input signal.