I don't like to believe in a "proper way" for creative stuff. There are common or traditional configurations, but the idea is to get the sound you're after.
If I stick 4 effects on something I usually do it because I know what the effects do and I'm using them to chase down the sound I'm after... whatever that may be. Usually, a gate would come early in the signal chain, definitely before reverb. But, remember that 80's drums sound made popular by Phil Collins' "In the Air Tonight"? The concept there is running the reverb before a gate. The gate chops off the tail end of the reverb, causing it to have a rather unnatural sound.
You should try to think about the signal, and what happens to it at each stage. If I'm using a delay and reverb, I usually run the delay first. The signal hits the delay, resulting in the original sound getting mixed with some repeat. Then that "delay" mixture gets fed to the reverb. The other way around, the signal would get reverb added to it, and that whole mess would get passed to the delay. Does that make sense?
It can be different depending on what you're after. Do you want your reverb signal compressed, or the compressed signal reverbed? If you're not real familiar with one or more of 'em, try playing with 'em one at a time. That way, you get a better idea of exactly what each effect does.
