Not many users know that Windows Explorer is offering several options on how the folders and files are displayed. One useful Windows Explorer tip that I came across a while ago is to arrange the files and folders in groups in Windows Explorer. This basically means that every file will be sorted in a group that consists of its starting letter and one additional group for numbers and special chars.
The alphabetical view is only one of four to chose from: You can also sort by size (zero, tiny..), type (applications, Avi File..) and Modified Date (Today, Last Week..). Thanks Rarst for pointing that out.
Not every view mode in Windows Explorer offers this setting on the other hand. The popular list view mode does not offer it, all other modes do.
The new mode can be activated easily by clicking on View in the top bar of Windows Explorer. That menu displays the current view mode with a bullet. Make sure it is not the List mode.