MySQL: ORDER BY useless?
This isn't directly related to ORDER BY, but be careful using the LIMIT N,M pattern.  This is often used for paginating results, e.g.

... limit 0,10;
... limit 10,10;
... limit 20,10;


Each time through mysql will "select" the first N rows and just return the last M to the client. As you go deeper and deeper you're selecting out more and more of rows, only to be thrown away.

In short each "page" takes longer to load.  If your datasets are small and queries are using indexes well this may seem inconsequential, but the effect will become evident as you grow.  I feel it's generally better to put these constraints in the where clause.  e.g.

... where id between 0 and 10;
... where id between 11 and 20;
... where id between 21 and 30;


Finally, if you're worried about the ordering to the limiting effectively creates the correct range restrictions for you then this concern is completely eliminated to begin with.