I found myself many times in this situation and I finally decided to ask in a forum. Here's the deal. Let's say I have a red square shape and I make a new layer above it in which I apply a cloud filter and then a noise filter. The problem is that my new noise layer is taking the whole page and I want to apply it only on the red square shape. That's when I right click on the noise layer and select create clipping mask. Finally my noise is applied to my red square only. Now, let's say I want to apply some fx to my red square. Double click on it and in the layer style I apply a color overlay. There it is! How come my noise layer doesn't show up anymore? Looks like the layer style is making the noise layer obsolete.
So here is my question, how can I get the noise layer to always show up even if I apply a layer style to my red square?
Thank you all for your help.