As you've found, SendTo sorts entries alphanumerically, consistent with the default behavior of Windows Explorer. I don't presently have a system on which I can experiment. But a search leads to sources indicating that Windows Explorer can be persuaded to open a folder with a different default sort order. For example, Lorien (2010) elaborates on tutorials for changing the default sort order in Vista.
Lorien also cautions, however, that this sort of tinkering does not work in dialogs (e.g., Save As). I suspect SendTo would be of that nature, and thus may not be able to function as you wish. If so, your original solution may point toward the only workable route, within the standard SendTo folder.
In that case, beyond the approach you have taken, you could rename SendTo items (e.g., giving the most commonly used one a name that begins with the letter A), or prefix their filenames with 01, 02, 03 ... or with other characters (e.g., underscore) to alter sort order. Note also that there is a Shift-right-click extended SendTo menu that might accommodate some of your SendTo items.
Beyond that, there are third-party utilities that might help you to configure the SendTo menu or to create a context menu alternative in lieu of SendTo. Evidently you have already explored some of these (e.g., FileMenu Tools). If you are satisfied that no third-party utility can do what you want, that may be confirmation that it is not feasible.
1I have added a little more details. Not know what more add, because the question is too simple, i think.
Thank you for your feedback – Juan Antonio Tubío – 2015-03-21T00:44:08.303