You are definitely not alone in this... I HATE the fact that I can't control the sort order of my pictures in the Gallery... I even downloaded Astro just to try to have control of my sort order, and unfortunately the settings in Astro do not translate to the Epic's gallery...
Also, viewing and reviewing pictures while in the camera app is so stupid! You get your brief review, but when you actually hit the button to launch the Gallery app to view all pictures, it takes you to a random Gallery folder...
I even tried to mount my phone to my PC and rearrange / sort from the SD card... not working... it's really annoying...