I started my photography sorting when I was travelling, every time I went to a new country I started a new subdirectory in my Photos/ folder to sort them out nicely.
Problem is, with my old camera the filenames were Pxyy where x was month (Jan-Sep 1-9, Oct-Dec A-C), yy was day.
But when New Years rolled around, files starting P101xxxx would be placed in the folder before the last years' PC31xxxx, so I started a new directory again even if I was in the same country.
When I got the 7D, this format continued, but now as well as starting a new folder when changing countries, and changing years, I also start a new folder when I roll around from _9999 to _0000.
Maybe not the best solution, but it works for me...