A common mistake made by many amateur Recording Engineers is putting effects directly on to the vocal tracks. When I first started recording and did not have a lot of experience, I mixed vocals in a way that I'm sure a lot of other beginners mixed vocals, putting effects directly on the vocal tracks. I still managed to come out with some pretty decent sounding vocals but after working with others, reading and schooling I dropped this bad habit along with a lot of others.
Using AUX channels is not always necessary when mixing instruments, but mixing vocals with AUX channels is crucial. What makes it so crucial? When you start adding effects to the vocals, you still want to have a track with the vocals that is completely dry that you can work with. This just helps you have a lot more control over the natural sound of the vocals, and if there is anything in the mix that you want to sound as real as possible, that would be your vocals. For instance, if you have a reverb effect on the aux plug-in that you feel has the perfect parameters for what you are looking for, but the natural sound is a little too distant, you can bring up the volume of the vocal track without affecting the parameters of your reverb.
Another great advantage to AUX channels every engineer should know and if you don't, read it, write it down, remember it: If you have more than one vocal track you can run each track to the same AUX channel, this will ensure each vocal will be affected by the same amount giving the allusion that each set of vocals was recorded in the same place. When I first started recording, I listened to a lot of local music recorded in garages and basements. This is where I notice the problem, mainly hip-hop and rap had this problem. A lot of neighborhood artist would get together and produce a track. But with four or five different artist and someone mixing it that was far from professional, all of the artist would sound like they had recorded in different rooms and in some cases they did; and having a different amount of effects placed on each track did not make things any better.
The same effects placed on each vocal will help give the allusion that the vocals were recorded in the same place at the same time even if they were not. Even if you have five vocal tracks recorded in five different rooms, running them through one or more main AUX channel is your best bet to making them sound like they all came from the same room. You can still set up different effects for each track, such as EQ or delay, but you want at least have one or main effect that ever channel is affected by.