Sorting order...

I have been wondering what the correct rendering order for a game engine is. I have read about sorting on shaders and making sure you try to limit texture changes by sorting them after the shader sorting pass. I always thought this was the correct thing to do. But, earlier this week I''ve seen a engine which sorts by shadow volume first, then by texture and later on by the textures. Is this a more effective way of doing things. The author states that redetermining the shadow volume kills performance. By sorting by shadow volume he eliminates this because the shadow volume is calculated only once and is then available. I was wondering on how other GDnetters are doing their rendering sorting. And if you have any comments on sorting by shadow volume then that''s okay too - Freaky