This should be posted in the Production Tips subforum. Did you try google searching with the forum name for this topic/searching the forum?
I would say that 99% of bass/rhythm guitars never have reverb on them for modern metal.
Leads generally have a bit of reverb and a good about of delay (although you may not be able to hear it), especially during accentuated guitar solos.
Using a reverb with a modest sized pre-delay will get your drums and vocals sounding bigger in no time.
A lot of the time when the drums are playing in the mix, you won't be able to hear the reverb at all, but when you hear them solo'd, they're drenched in it.
Vocals can be the same way.
You should probably learn about high-passing and low-passing instruments (especially guitar and bass) to get rid of unwanted frequencies that will only clutter your mixes first. That will create more "space" for detail in the mix, and help you achieve depth.
Posting one of your mixes with dropbox would be a smart idea; that way we can all listen and try to help you out. Don't use myspace to show us what you're talking about.