Are shards distributed randomly across machines in MongoDB or are they in order?
In general, no they are not distributed in order.  However, there is a way that this (or at least approximately this) distribution can occur during normal operations.  To explain:

If you have all of your data on a single shard (a-z) and then add a second shard, the balancer will redistribute the data to the new shard by migrating chunks.  

The way the balancer picks a chunk to migrate in general is pretty simple, it will pick the lowest available range on the shard with the most chunks (the "a" chunk for example), and move it to the shard with the lowest number of chunks.  Rinse and repeat until the chunks are balanced.

Hence, if you have all your data on one shard and add a second shard, the low range chunks (a-m) will all be moved from the original shard to the new shard, and you can end up with this almost-in-order distribution.

In your example, you just end up with an oddly uniform distribution of data, no real harm done.  However, it might be problematic from a performance perspective for range based queries across a large portion of the data.  Think about a query that would walk the index in order - it would only ever be hitting one shard (new shard, then old shard) at a time rather than using the resources of both with better distribution of data.

In other scenarios this behavior can lead to a particularly poor data distribution.  Let's say you had a time based shard key (bad for various reasons, but still quite common) and you deleted old data on a regular basis.  Combine that with the scenario above and the new shard would eventually have no data on it (the data in the low range, old, chunks would all be deleted).  Remember that an empty chunk (no data) counts just as much as a 60MB chunk in terms of balancing (the balancer is purely looking at the number of chunks on each shard, not the amount of data in them).

Also, none of this would happen if you had 2 shards to start with and then inserted your data, because the splits and migrations would be more random and more distributed in general.  MongoDB will also attempt to move the maximum chunk as well to help this distribution happen.

To summarize - if you have spotted this type of distribution problem, you can take steps to fix it by moving chunks around yourself.  Take a look at the moveChunk command (it's generally a good idea, but not required, to have the balancer off when you do this or you can have trouble getting the required lock).

The easiest way to view all this is to run the sharding status command and pass and argument of true, i.e. sh.status(true).  This will print details of all sharded collections, where the chunks live etc.  It pulls its information from the config database and uses a simple Map Reduce to aggregate the information.

Armed with that information you can also inspect the changelog collection to determine what has been migrated and when it was done (this will also be recorded in your primary mongod logs but can be tough to parse out on busy systems).  

Finally, I realize this is somewhat beyond the scope of this answer, but I have written a couple of Javascript functions (that you can use from the MongoDB shell) that will let you determine the object and data distribution on your shards for a given collection, something not easily available elsewhere.  Hopefully you will find them useful :)

Please Note: these functions can be intensive to run, so use with caution in a production environment.

This first function prints out the chunk information in CSV format for a given namespace.  It uses the estimate option in the datasize command to use counts (rather than a scan of all the objects) to figure out the size of each chunk.  Removing the estimate option would give a more accurate result (particularly if your document size varies) but if the data set is not in RAM it can be very resource intensive.

AllChunkInfo = function(ns){
    var chunks = db.getSiblingDB("config").chunks.find({"ns" : ns}).sort({min:1}); //this will return all chunks for the ns ordered by min
    //some counters for overall stats at the end
    var totalChunks = 0;
    var totalSize = 0;
    var totalEmpty = 0;
    print("ChunkID,Shard,ChunkSize,ObjectsInChunk"); // header row
    // iterate over all the chunks, print out info for each 
    chunks.forEach( 
        function printChunkInfo(chunk) { 

        var db1 = db.getSiblingDB(chunk.ns.split(".")[0]); // get the database we will be running the command against later
        var key = db.getSiblingDB("config").collections.findOne({_id:chunk.ns}).key; // will need this for the dataSize call
        // dataSize returns the info we need on the data, but using the estimate option to use counts is less intensive
        var dataSizeResult = db1.runCommand({datasize:chunk.ns, keyPattern:key, min:chunk.min, max:chunk.max, estimate:true});
        // printjson(dataSizeResult); // uncomment to see how long it takes to run and status           print(chunk._id+","+chunk.shard+","+dataSizeResult.size+","+dataSizeResult.numObjects); 
        totalSize += dataSizeResult.size;
        totalChunks++;
        if (dataSizeResult.size == 0) { totalEmpty++ }; //count empty chunks for summary
        }
    )
    print("***********Summary Chunk Information***********");
    print("Total Chunks: "+totalChunks);
    print("Average Chunk Size (bytes): "+(totalSize/totalChunks));
    print("Empty Chunks: "+totalEmpty);
    print("Average Chunk Size (non-empty): "+(totalSize/(totalChunks-totalEmpty)));
}


You can call this on any sharded namespace from a mongos as follows:

mongos&gt; AllChunkInfo("test.users");
ChunkID,Shard,ChunkSize,ObjectsInChunk
test.users-_id_MinKey,shard0000,0,0
test.users-_id_10000.0,shard0000,525420,26271
test.users-_id_36271.0,shard0001,1120640,56032
test.users-_id_92303.0,shard0001,153940,7697
***********Summary Chunk Information***********
Total Chunks: 4
Average Chunk Size (bytes): 450000
Empty Chunks: 1
Average Chunk Size (non-empty): 600000


The next lets you find the information for a particular chunk, again using an estimate.  This is somewhat safer to use without the estimate, but should still be used with caution:

ChunkInfo = function(ns, id){
    var configDB = db.getSiblingDB("config");
    var db1 = db.getSiblingDB(ns.split(".")[0]);
    var key = configDB.collections.findOne({_id:ns}).key;
    var chunk = configDB.chunks.find({"_id" : id, }).limit(1).next();
    var dataSizeResult = db1.runCommand({datasize:chunk.ns, keyPattern:key, min:chunk.min, max:chunk.max, estimate:true});
    print("***********Chunk Information***********");
    printjson(chunk);
    print("Chunk Size: "+dataSizeResult.size)
    print("Objects in chunk: "+dataSizeResult.numObjects)
}


Sample Output:

mongos&gt; ChunkInfo("test.users", "test.users-_id_10000.0")
***********Chunk Information***********
{
        "_id" : "test.users-_id_10000.0",
        "lastmod" : Timestamp(3000, 0),
        "lastmodEpoch" : ObjectId("518373f0a962406e4467b054"),
        "ns" : "test.users",
        "min" : {
                "_id" : 10000
        },
        "max" : {
                "_id" : 36271
        },
        "shard" : "shard0000"
}
Chunk Size: 525420
Objects in chunk: 26271