When I split my guitar signal for DAW and amp for feedback, I use these pretty cheap gadgets and it works very well:
I have some tube preamps with DI option but I've found that this little thing works best in this application: LA Audio DI2
active DI box. It is very good as a DI too for especially higher gain amp sims, you know the ones where you really need the optimal signal to noise ratio.
DI2 is an active di so it needs a preamp with phantom power after it.
While th DI2 is sending the direct signal to preamp and DAW, I use the link output to send a split signal to Danelectro FAB overdrive
, which is VERY cheap overdrive pedal but works marvellously for feedback. BTW I also like that cheap pedal for "real" sounds too sometimes, it is surprisingly good for something that costs like 15 euros.
After that the signal goes to my cheap Epiphone Valve JR
combo amp. After that it is just waltzing with amp and guitar while playing, changing angles and positions to get different overtones feedbacking. This setup is also good for that "on the brink of feedbacking" sound that really adds something extra to lead sounds.
Like I wrote before, the type of guitar also makes a difference. I like my Ibanez Artcore hollowbody jazz/rockabilly guitar for this, because hollowbodies are most prone to feedback. But that's just an icing on the cake.
And of course the LOUDER the amp, the easier it is to make it feedback