The effects that djmilo was referring to are RTAS plugins (weren't you?), which are non-destructive towards any audio being recorded, but are applied for the sake of any outputs during recording and playback thereafter.
Neither do I recommend running any hardware effects (compression, gating, etc, etc) before recording. You should be focused on getting the best performance possible out of the artist, not on mixing technicalities. However, if non-destructive effects help the artist in any way to achieve their best performance, then by all means. (I wish I could show you some of my hard rock vocalist-pleaser mixes...blatantly overdriven, limited like crazy).