If you want to change the default sorting of the ordered items on the order detail page, go ahead and override app/design/adminhtml/default/default/template/sales/order/view/items.phtml in your theme and replace

getItemsCollection() ?>
    
        getParentItem()) continue; else $i++;?>
        
            getItemHtml($_item) ?>
            getItemExtraInfoHtml($_item) ?>
        
    

with

getItemsCollection() ?>
    
    
        getSku()] = $_item;?>
    
    
    
        getParentItem()) continue; else $i++;?>
        
            getItemHtml($_item) ?>
            getItemExtraInfoHtml($_item) ?>
        
    

Done. If you open the detail page of an order with 2+ items, they should be sorted by SKU.