I prefer to have FormCreate, FormActivate, FormClose, FormDestroy, and related stuff at the top so I can see the main flow.
One practice I've seen used in many projects is to have a static procedure at the top that's used to create the form dynamically and initialize things.
Otherwise, I try to group methods that are related, so if there are several methods related to a ListView, they'll be grouped close together.
Sorting alphabetically can be annoying, especially when people stick a 3-letter prefix on method names to say something about the type of control they're for.