Use a link item collection property to let them specify the exact order of necessary. List the files automatically alphabetically of that is not set.
Then you get dragndrop support for ordering on the linkitemcollection in the rare cases it will be needed. Not exactly what you wanted but cheap implementation cost :)
We have a requirement where there are a number of media files stored within a number of folders and the order for display purposes of the files as a list per folder is important to be configurable. For example folder A has five documents DocA through DocE and we would like the content editor to be able to specify that the documents are automatically pulled into the page template ordered as DocB, DocE, DocA, DocC, DocD for example. Basically having a sort index on each media file. Now this is relatively easy to make use of the sort index on each media file but this will not be a good experience to manual maintain with larger numbers of folders and documments.
The media folder displays in Alpha order and doesn't ahve the feature for drag and drop to alter the order, is this something that is possible by extending the media display within the CMS or maybe there is an option that can be turned on so that the ordering is by the sort index and not alpha thus allowing users to easily drag and drop media items to alter their sort index.