I have a Huges & Kettner Grandmeister 36 and I run the Helix through it like this:
1. I connect the Helix Send Loop 1 to the input on the H&K 36
2. I connect the Helix Return Loop 1 to the Effects Loop Send on the H&K 36
3. I connect the Helix Output to the Effects Loop Return on the H&K 36
4. I connect the Helix Midi Out to the Midi in on the H&K 36
This way, I have a series of presets that use the Clean, Crunch, Lead and Ultra settings of the H&K 36 pre-amp and the midi out changes the H&K stored settings on each preset by including the Helix Send/Return Loop 1 in the signal chain. In this mode, I only include pre/post effects in the signal chain and no amp/cab models. I can also use the Helix amp/cab models and by-pass the pre-amp stage of the H&K because the Helix Output is connected to the H&K effects loop return.
I am VERY pleased with this flexible setup as I can still use tones I like from the H&K 36 pre-amp, and I can use just the power amp portion of the H&K 36 to use the Helix amp/cab models.