Yes, but not extensively. Iāve mainly experimented with some gain/boost into the front with some onboard modulation and delay. That seems to work fine. The gain seems to work well into either a clean or crunch channel.
Note that the clean channel on the Katana has a decent headroom, but actually does start to break up a bit if you crank the gain control or push it with a drive pedal. This seems to work for either internal drive effects or external pedals and, for a lot of people, using the clean channel with a drive is the preferred way to get an overdriven sound. A lot of Justinās Katana patches, for instance, are built this way.
Iāve not tried stacking an external and internal drive pedal, but a drive pedal into the crunch channel seems to work just as well as using the internal drive models with it, so I suspect stacking would work too.
Of course, a lot will depend on what you want to do and how you want to mix and match pedals. I think as long as you have a sensible chain (treating the internal effects, including the preamp, as part of that chain) then most normal ways of chaining pedals should work well.
IMO the most useful reason to have an FX loop is to use a looper pedal like the Ditto, Trio+, Boss RC, etc. This is even more important on a modelling amp like the Katana because of the built in effects, which you want to come in front of the looper, and the only way to do this is using an FX loop.
On a more conventional amp without onboard FX, you can usually run the looper into the front and put the other FX in front of the looper. That is unless you particularly want to record the sound of the preamp.
Other than that, you donāt need an FX loop. They can sound better for some type of effects, particularly for delays and reverbs and some people like modulation effects in there too. But, on a conventional pedal-board/amp setup itās optional.
A few years ago I built a pedal board for a gigging friend which optionally supported connecting his delay and modulation pedals into his 100W Marshallās FX loop, with the other pedals into the front. Hereās the routing for it:
If he wanted to just put everything into the front of the amp, he could put a small link cable in and run a single cable to the amp:
He tried it with the FX loop several times but, ultimately, decided he preferred everything into the front of the amp.
YMMV
Cheers,
Keith