There is a great app called 'Apps Organizer' that will do both of these things for u. Its free on the market. It will automatically put your apps in alphabetical order and will allow you to tag them for one of 6 folders (or u can create others as you want) such as games, multimedia, tools etc.
Alternately if you use an alternate UI, some of then will automatically display apps in alphabetic order. LauncherPro for example.