I have struggled with this at times. I am 95% alphabetical order, but when it comes to series, I hesitate. For instance, I keep The Legend of Zelda and Zelda II The adventure of link together (and just file them both under LoZ). But then there's Contra and Super C, those I place alphabetically. Same thing with Star Tropics and Zoda's Revenge Star Tropics II. However Metal Gear and Snake's Revenge are side by side (mostly because there is a cover for Snake's Revenge that says Metal gear on it).
In a main series with several entries I put them in timeline order, so for the Zelda series on handheld (using Lumberjack's awesome template) I keep them all together, they start with Minish Cap and end with Spirit Tracks. Another example is the Resident Evil series. On PS2, Outbreak and Outbreak File 2 come before Dead Aim in the timeline, so those are not alphabetical. The PS2 RE games are...Outbreak, Outbreak File 2, Code Veronica, Dead Aim, RE4. So technically neither alphabetical nor numerical order.
But also there is the hell that is when a series changes name...such as Super Mario Land...Super Mario Land 2...Wario Land Super Mario Land 3...Wario Land 2, etc. Where does THAT go? So in that Case I keep the series together until there is an official name change and sequels to that change, which I then place alphabetically, treating them as two separate series. So in this example I place Wario Land SML3 in the Ws.
