In looking at the ME-25 Manual (PDF) you can see that each patch usually has a preamp volume, and every overdrive or compression effect also has a volume setting within it. So you can have up to three volumes that all affect the overall output volume of a given patch. You are going to want to fine tune these to get a volume you like. Modulation, reverb and delay levels are usually more about the amount of modulation/reverb/delay used, so they affect the overall volume less. The ones to focus on are preamp, overdrive, and compression.
The important thing to remember is that that a volume setting that may produce a perfect volume for one patch (say preamp:7, OD:6) might be too loud or too quiet if you use the same settings for a different patch. Every amp model and the different OD effects all affect the overall volume differently, so to get a really even tone you are going to want to go through and listen to each patch and adjust the volume by ear, not by the number values.
This is a tedious process, and is really only necessary for the patches you use the most or the ones you might want to use live. But you start with one patch, dial in the right volume, then switch to a new patch, adjust the volume so it is consistent with the previous patch and then save it. You are going to have to switch back and forth to confirm the volumes are relatively equal, then once you find the right level you can save it and move on to the next one.
It takes a lot of time and effort to set up a unit like that for evenness and consistency, but if you are playing with a band or doing gigs, it's pretty important that you go through and dial in all the tones you can see yourself using and make sure the levels match. This is actually one of the reasons I sometimes prefer using separate pedals, because its much easier to tweak and fine tune this sort of thing without having to go through menus and saving patches. But in a multi-effect unit like yours, once you get it set properly, then you can forget about it for the most part, which is also useful.
edit: one note, if playing live or with a band, you are going to want a handful of patches that are a bit louder, your "boost" patches, that you can use during a solo or anytime you need that extra bit of volume.