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→Compression vs. Distortion
Most place their compressor before their distortion. Since distortion introduces compression, you have to expect that and use a milder compressor setting than you would on a pure clean tone. The compression will also add more balance to the frequency response, giving you less control over your distortion. This can be remedied by placing a boost or EQ after the compressor. You can also try using the compressor after the distortion, but I find this tends to over-emphasize distortion in attack and sounds a bit artificial. Of course, this is a bit different when adding a limiter in the DAW, which is also post-distortion compression. That tends to help achieve loudness in a mix but isn't quite what I'm talking about here, which is a larger compression used to thicken up the entire guitar tone rather than tame peaks.
== Battling Harshness or Thin-ness ==
Even when following all of the above advice, you may find the distortion is still too harsh or thin. The first place to look is the cab. Closed back cabs tend to have more bass and low-end resonance that thickens up the tone. Another place to look is post-distortion EQ. Distortion by nature adds high-frequency overtones - if they run amuck, the tone will be harsh - try reducing presence (3+ kHZ) or adding a low-pass filter. Be sure to naturally roll off the highs, and don't kill them - just de-emphasize them relative to the rest of the tone. This is particularly important as you increase volume to gig levels.
Finally, reverb is not your enemy. It doesn't matter if you are the most metal guitarist on the planet; reverb is necessary to make any tone sound more natural and pleasing. That doesn't mean you need some cave-like ambiance on a djenty rhythm tone. Normally you are playing in a room, which will have natural ambiance, no matter how much dampening material it has. But if you are using headphones or right in front your cabinet, things tend to sound more harsh. A reverb effect at around 8-12% mix can make a huge difference. A very mild pre-delay (5-20 ms) opens it up a little more. And if your reverb has a dampening control (or is designed to dampen (dull) the reverb as it persists), you can get away with larger mix and decay time parameters without making the reverb take over the tone. Lead tones can always sound nasal or harsh without any reverb or delay - I consider one or both absolutely essential for a great lead tone.