I agree, some things just sound better in front of amps. Like the OP, sometimes, it sounds better just plugging in straight. What I use in front are all analog, mostly boosts. I think Phasers can sound different (better for me) in front, as do Univibes, and sometimes flanger or chorus (although I like those two in the loop, too).
In my rack rig, I've got a handful of pedals that are in true-bypass loops in front of the amp, but all my rack stuff, mostly time-based effects, runs through a mixer, including a dry pass-through. So, other than the mixer, it can be about as straight-in as it can, minus the extra cabling.
Sometimes, I just forget about all that and plug straight in, especially if I'm practicing something intricate, keeps me focused on practicing rather than exploring, or if I just want to hear what the amp sounds like when I'm comparing several.