Создай в таблице(таблицах) дополнительное поле (например SORT_ORDER)заполни его как тебе нужно

В нем пищшешь реализацию единственного метода Comparer,который будет и будет сравнивать строки в твоем наборе данных.. вот собственно и все...

т.к. возможна ситуация что данные вносятся именно в список, без записи в саму базу

Воопервых оно быстрее будет, без ошибок... а главное легче реализовывается...

''' <summary>
''' Test DataGridView.Sort(IComparer)
''' </summary>
''' <remarks>
''' Add to form:
''' - DataGridView (Name = DataGridView1)
''' - Button       (Name = btnSort)
''' </remarks>
Public Class Form1


    Private Sub Form1_Load(ByVal sender As System.Object, _
                           ByVal e As System.EventArgs) Handles MyBase.Load

        '// Заполняем DataGridView тестовыми данными
        Dim arrayFamily() As String = New String() {"Иванов", _
                                                    "Петров", _
                                                    "Сидоров", _
                                                    "Козлов", _
                                                    "Смирнов", _
                                                    "Васильев"}

        Dim arrayFirstName() As String = New String() {"Иван", _
                                                       "Николай", _
                                                       "Михаил", _
                                                       "Пётр", _
                                                       "Василий", _
                                                       "Вячеслав"}

        Dim arrayLastName() As String = New String() {"Александрович", _
                                                      "Владимирович", _
                                                      "Федорович", _
                                                      "Семенович"}

        With DataGridView1.Columns
            .Add("columnNumber", "№ п/п"
            .Add("columnFamily", "Фамилия"
            .Add("columnFirstName", "Имя"
            .Add("columnLastName", "Отчество"
        End With

        Dim Rnd As New Random

        For Counter As Int32 = 1 To 1000 '// Rows count

            '// Первое поле (№ строки) для контроля сортировки
            ataGridView1.Rows.Add(New String() {Counter.ToString, _
                                             arrayFamily(Rnd.Next(0, arrayFamily.Length)), _
                                             arrayFirstName(Rnd.Next(0, arrayFirstName.Length)), _
                                             arrayLastName(Rnd.Next(0, arrayLastName.Length))})

        Next

    End Sub

    Private Sub btnSort_Click(ByVal sender As System.Object, _
                              ByVal e As System.EventArgs) _
                              Handles btnSort.Click

        Dim stopWatch As New Stopwatch
        stopWatch.Start()

        '// Сортируем данные по 3 полям
        ataGridView1.Sort(New RowComparer)

        stopWatch.Stop()

        '// Show result
        MessageBox.Show(String.Format("Sorting result is {0} ms", stopWatch.Elapsed.TotalMilliseconds), _
                        "Test DataGridView.Sort(IComparer)", _
                        MessageBoxButtons.OK, _
                        MessageBoxIcon.Information)

    End Sub

    ''' <summary>
    ''' Приватный класс для сортировки строк DataGridView
    ''' Реализуем интерфейс System.Collections.IComparer
    ''' </summary>
    ''' <remarks>Регистр не учитываем (IgnoreCase = True)</remarks>
    Private Class RowComparer
        Implements Collections.IComparer

        Public Function Compare(ByVal x As Object, _
                                ByVal y As Object) As Integer _
                                Implements System.Collections.IComparer.Compare

            Dim rowX As DataGridViewRow = TryCast(x, DataGridViewRow)
            Dim rowY As DataGridViewRow = TryCast(y, DataGridViewRow)
            Dim compareResult As Int32

            '// Проверяем входные данные
            If rowX Is Nothing OrElse _
               rowY Is Nothing Then Throw New ArgumentNullException("X or Y Is Nothing..."

            '// Сравниваем 2 фамилиии
            compareResult = String.Compare( _
                                    rowX.Cells(1).Value, _
                                    rowY.Cells(1).Value, _
                                    True) '// Игнорируем регистр

            '// Если они равны, то сравниваем имена
            If compareResult = 0 Then _
                compareResult = String.Compare( _
                                        rowX.Cells(2).Value, _
                                        rowY.Cells(2).Value, _
                                        True)

            '// Если снова одинаковые, то сравниваем отчества
            If compareResult = 0 Then _
                compareResult = String.Compare( _
                                        rowX.Cells(3).Value, _
                                        rowY.Cells(3).Value, _
                                        True)

            '// Возвращаем результат вызова
            Return compareResult

        End Function

    End Class

End Class