I organize the effects pedals that I am currently using together on a small, portable pedal board for the purposes of convenience, and efficient setup, and tear-down.
I recently learned that daisy chaining the 9v power to the effects pedals through the "1-spot" type power brick can cause ground loops (earth loops) that create electrical interference which introduce a hum as you crank amplifier volumes higher. Interestingly, this appears to be a lesser issue with my solid-state amps. With solid-state amps, running the power in a daisy chain seems to only add a very slight hiss. However, with tube amps (valve amps), there is a loud humming or buzz. I expect this is because a tube amp draws a lot more current than a solid state amp, and the circuitry in this technology is a lot more susceptible to electrical induction. The hum is particularly problematic with vacuum tube amps, as it significantly pollutes the tone, thus killing the vibe.
Of course, if you notice a hum or buzz, it is worthwhile to do some proper troubleshooting first, to identify the source of the problem. You may have a bad cable, the sequence of your pedals could be creating an issue, or buffering circuits in the pedals might be another cause. So, running each pedal into your amp independently, or systematically testing cables may be worthwhile as a first step.
In all likelihood though, if you are chaining the power supply, it is a ground loop issue. In this case, you should provide isolated power to each pedal with multiple outlet, isolated power supplies. These types of power supplies use multiple transformers to electrically separate each 9v output to each pedal. While some of these types of isolated power supplies can be pricey, they pay for themselves over time with the savings in 9v batteries, and you reduce complexity, and save space on your power strip by not having many wall warts.