I had a discussion with a colleague at work, it was about SQL queries and sorting. He has the opinion that you should let the server do any sorting before returning the rows
If the sorting is just cosmetic and the client is getting the entire set of data I would tend to let the client handle it as it is about the presentation.
Also, say in a grid, you may have to implement the sorting in the client anyway as the user may change the ordering by clicking a column header (don't want to have to ask the server to retrieve all the information again)