One last comment, now that I've played with “Sort by” a little bit: if I were doing this frequently, using the “Sort on multiple columns” dialogue over and over, even to load a saved sort, is a bit clunky. In that case, I think a winning idea would be to combine Charles's first and second suggestions – make a new composite column using title_sort instead of title, and choose it from the “Sort by” dropdown.
In practice, I think I change my sorting pretty infrequently. Nevertheless, I thought I'd share that idea in case it helps anybody else.
