BUG: concat unwantedly sorts DataFrame column names if they differ
When concat'ing DataFrames, the column names get alphanumerically sorted *if* there are any differences between them. If they're identical across DataFrames, they don't get sorted.
This sort is undocumented and unwanted. Certainly the default behavior should be no-sort. EDIT: the standard order as in SQL would be: columns from df1 (same order as in df1), columns (uniquely) from df2 (less the common columns) (same order as in df2). Example:

``` python
df4a = DataFrame(columns=['C','B','D','A'], data=np.random.randn(3,4))
df4b = DataFrame(columns=['C','B','D','A'], data=np.random.randn(3,4))
df5  = DataFrame(columns=['C','B','E','D','A'], data=np.random.randn(3,5))

print "Cols unsorted:", concat([df4a,df4b])
# Cols unsorted:           C         B         D         A

print "Cols sorted", concat([df4a,df5])
# Cols sorted           A         B         C         D         E
``'
```
