I created a metadata plugboard in the preferences that inserts the series title and number ahead of the book title when it send to my Nook.
Quote:
Format [Any format] Device [Nook_Color]
Source template: {series} {series_index:0>2s} {title}
Destination Field [title]
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When a book goes to my Nook instead of just being named with the title (Storm Front) it starts with the series information (Dresden Files 01 Storm Front). Then, I just search by series name, sort alphabetically by title, and they're all in the correct order.
Best part is this makes it so you don't have to rename all of your books in Calibre, because that would probably take an obnoxious amount of time. The plugboard just makes it all automatic.