(excuse reposts i had no idea i was waiting for approved or for wait times between posts)
Mathematica Sort can walk any Lists and is efficient for doing it. But it's not "configurable"? It's easier to arrange your input, as in the below.
Like allot of things in Mathematica: it isn't there because you don't need it and you don't want it :) Your talking about people like Donald Knuth had hands in making things in Mathematica - people who keep things trim not full of junk because you do need it that way even if you know it yet :) It's not needed because everything you need is already handy and ready and better as a general tool without allot of complicated function arguments (program the Mathematica way, by lists). (obviously, some things are just missing - but carfully think if it isn't missing because you don't want it, trust me)
Sort@Table[{RandomReal[{-1, 1}, 3]}, 10]
works correctly, walks dimensions as it should, though you may prefer a different order.
in {a,b,c}, it orders all a's first, then all b's, then all c's. it chooses to sort numerically since that is the data type.
you don't have to study sort options. give it {b,a,c} if you want that, no need to give it {a,b,c} and juggle options to make it treat it differently :)
Table[{{i, j, k}}, {i, -1, 1}, {j, -1, 1}, {k, -1, 1}] // Sort
Table[{{j, i, k}}, {i, -1, 1}, {j, -1, 1}, {k, -1, 1}] //
Sort /. {b_, a_, c_} -> {a, b, c}
or instead of /.
{%[[All, 1]], %[[All, 2]], %[[All, 3]]}
Mathematica will be very efficient shuffle lists order by using symbols (like the above), so there is no reason to avoid re-ordering lists, it's not like making a new program copy, it just moves symbols representing a big list around.
OrderedQ[{#1,#2}]& lets you change the way things are ordered (ie, you program it to order depending on your data and needs)
Read some .m code for Mathematica packages, some from earlier editions perhaps (they are shorter). You'll see programming the Mathematica way is more powerful than the functional programming you learned in (C?) and there is a section in The Mathematica Book describing why.