Running a Distortion Pedal in the Effects Loop?

In this video I'll demonstrate a question I hear quite a bit: "Should I run the distortion into the effects loop?" "Should I use the pedal as the preamp and run it into the return, or use it like a regular pedal in the loop, using the amp's preamp?" Tl;dw version is that it's two different sounds, but both can sound good. I actually preferred using it as the preamp with the Orange personally. Impulse Responses used were from Celestion, amp sound taken with a Two Notes Captor into the DAW.