The Magento collection sorting functions (e.g. Mage_Eav_Model_Entity_Collection_Abstract::addAttributeToSort) work by adding an ORDER BY clause to
Mage_Eav_Model_Entity_Collection_Abstract::addAttributeToSort
ORDER BY
Here's a tip; A collection's clear method unsets it's loaded flag, it allows you to change the sort or filters and run the new query.
clear
I accidentally discovered it when answering load only configurable products.