Right now the Pick list is randomly sorted. When picking an order, Location/Bin# order is of paramount importance or else pickers waste time and make costly mistakes having to cross the entire warehouse and back in order to pick one line item on the pick list. Currently the Stocktake is ordered by Location, and so should the Pick list.
UPDATE: There is a setting in General Settings, under Sales documents, to sort by Stock Location and/or Additional Attributes. This sorts pick list by location!