We struggled with this too for awhile, just because we wanted to view the clips as icon (like everyone does) but in the order we took them.
Depending on which version of Premiere you are using you can now select a sort order in clip bin window itself by clicking on 'Sort Icons' icon at the bottom of the clip bin (next to the zoom bar) and choosing 'List View Sort'. This should give you them in the order that they were taken. It's reverts though everytime you open and close the project, which is a pain.
Better solution is this though and it works for older versions of the premiere too. First, view the bin as a list view (bottom left icon) which should order them in the order you want or click on the column headers to get the correct order you want them to appear in. Then create a new empty bin, select icon view for this window and then select all the clips and drag them into the new bin. They should retain the correct order but be viewable as icons and they'll stay in that order forever more!
