But if you just change the presentation of the window in the Finder to column view, select the images and open them, they will appear in alphabetical order in Preview. Alternatively, you can open them from the open menu in Preview, but I usually found that takes longer.
[robg adds: Amazing. The random order thing has bugged me for a long time, and I never thought to try switching to column view. Ironically, I use column view all the time for my normal Finder windows, but tend to open digital camera image folders in either icon or list view mode ... this hint marks the end of that practice!]

