Sort by Title:
If you name your collections with a number at the beginning of each collection name, then sort by title, your collections will be listed first, by number.
The only problem I see sorting this way is if you have hundreds of books on your Kindle. They will all be listed after the numbered collections, in addition to being in the collections themselves. To some, this may be an asset, I suppose.
Sort by Collection:
It won't matter if you number the collection names at all, the top listed will always be the last accessed. Then the rest will be in alphabetically (or number) order.
You can list a book in more than one collection. It is a great way to organize your books your way.
