I usually try to record electric guitars with minimal effects (i.e., only distortion or a bit of reverb), and later add them in the mixing process. But, though that may make sense recording-wise to achieve a good sound, it's not the same with regards to playing. For example: if I want to know how something sounds with delay, or chorus, or flanger, or whatever, I like to play with it (using my guitar's preamp effects). It's more inspiring to do so, if you know what I mean.

So, what do the real pros (that'd be you ;-)) do? My first thought is to "prototype" using the preamp's effects, and once I have a good idea of what I need, record "clean" and apply effects in Ardour. But that sounds like a lot of work; and before doing it, I'd rather ask if there's some shortcut.