Ok, some interesting choices I didn't consider.
For just going to the FX return on the amp, what output would I use from the Pod Go? The Mono main out? I've read a bunch of stuff about the amp and speaker coloring the sound too much when using the Pod Go's own amp/cab models in conjunction with the physical amp and speaker, so that would worry me a bit in this situation where I need to be plugged in and ready to go ASAP.
I'm probably playing though an older Fender(and I wouldn't be 100% that it even has an FX loop), so I really just wanted to add the Klon to color my sound a little and maybe the Tube Screamer if I needed a more distorted lead. The EQ for lead boost is a good idea tho, I'll certainly give that a try. Thanks.