It would be nice if there was a way to sort on more than one field/column at a time.
If there is a way to do it now I'd like to know. Otherwise I suggest this as an enhancement.
For instance, if I wanted to sort by artist and album, or to sort by genre, then by artist, or perhaps genre and grouping tag, you get the idea.
As an example perhaps consider how it worked in Excel, oh sure you can click on column heading, but alternatively, if you choose Sort from the menu, the dialog has three Field chooser drop-down boxes, First, Second, Third... so you can choose to first sort by column C, then A, then F, and for each of those you can choose Ascending or Descending.