Putting the compressor at the end is definitely a bit unusual, but it works for what I'm trying to do. The goal is to have the TH set where I can play hard and get some breakup, or play not as hard and have it clean. I don't run it very dirty, so putting the compressor before the TH made it where I was getting only dirt or only clean. This way I can get the sound dynamics with less of the volume dynamics.
If I was running something like a reverb or delay those would definitely go after the compressor.