Heya russpang,
You can absolutely chain the pedals together. I would run Synth, HarmonyG-XT, Create. Normally, you want to put any spatial effects like reverb last in the chain. If you imagine the G-XT as a group of backup singers, you'd want them to sing in the same physical space that you are. It also really helps with the processing for the G-XT since it's not having to contend with the "extra" reflections etc. in the signal created by the... Create 
You do lose stereo Harmony this way, but it's more technically correct. Of course, there really is no "absolutely this is the only way to do it", so I'd go with the order that sounds best to you.
For me Correction/Synth, Harmony, Physical Space makes the most sense.
Mess around and have some fun with the setups!
Be aware that you should always run the 3 units from the same A/C outlet. So, putting them all on a power bar can help. It also gives you a switch for all three. If you do get any "hum", be sure to use the ground lift switches on the back of the units to try and eliminate it.
Cheers,
Craig