I would begin first by plugging your guitar into the guitar in of the hd500 and then running either one of the two 1/4" outputs into the effects return jack in the back of the 6505+.  This is know as 2CM (two cable method).

Hold down the view button to enter the System Setup.  Navigate to page 4 of 9 and set to output mode to "Stack Power Amp".

Set the 1/4" OUT switch on the top of the unit to "Amp" (yes folks, despite the assumptions commonly made, the effects loop in the 6505+ is instrument level.  Check the manual if you don't believe me!).

I would not bother with the noise gate or the maximizer at first until you're comfortable with everything.  From there you might then introducing the maximizer between the 1/4" Out and the effects return of your 6505+.  The HD500 now has excellent noise gate functionality, so you will probably not have a need for your external one.  Another reason to use the one in the HD500 is that you can configure it only when you need it without having to worry about turning it off when playing clean.

I would then try to incorporate your 6505+ preamp back into your system by running 4CM.  Jim Reynolds wrote an excellent document explaining 4CM, you can begin here:

http://line6.com/support/docs/DOC-2504

If you want to incorporate your maximizer with 4CM, then I recommend placing it between the 6505+ effects send and the HD500 FX Return.