A lot of good stuff here already, but since the question is good for thought, I thought I would through my thoughts in on the matter:
I send a clean guitar DI into my interface. From there I send two outs, one to my mic'd amp and the other to the effects returning to the interface (mono and stereo, respectively). I keep these all as three separate tracks in SONAR. I might even through another loop from the amp signal into the effects loop for a forth, more complex tone. After the tracks have been recorded, I can begin matching plug-ins or mixing from the three or four tracks for a big dynamic guitar sound. Recording can be so fun some times. Hopefully most of the time if not all the time. I do hate running cables though.
Kind regards,
Living Room Rocker