How to control the order of servers listed in the SSMS connection dialog?
Use Registered Servers or set up a Central Management Server (CMS). I recommend the latter if you can take the (small) time to set up the infrastructure because it will allow everyone to see the same list of servers, instead of just you (Registered Servers are stored in the registry). The only "drawback" with a CMS is that you have to use Windows Authentication because passwords aren't persisted to disk.

Both these features allow you to maintain an ordered/grouped list of servers, and manage servers as groups. This is very powerful because Policy-Based Management is tightly integrated with the GUI.

This works with all server versions -- I run SSMS 2012 and manage 2005-2012 servers. A CMS server can be set up on an Express edition, so licencing isn't a concern; however, I do recommend taking system database backups so the server list is recoverable.