"Last questions...promise!" I've heard that one before...
You have several options, all limited in one way or another:
1. Rewrite the underlying code for list_cats (wp_list_cats is what's known as a "wrapper" to this function). Obviously a choice for PHP-heads.
2. Rename your categories in some fashion to fit the order you want them in. I've never liked this one.
3. In the database, under the wp_categories table, rearrange the cat_IDs to the way you want your categories listed, then use 'sort_column=ID'. With this goes the standard warning: back up your database before making changes.
4. Hope someone made a plugin that does what you want. Haven't seen one like this.
5. Write the plugin. Again, PHP-head territory.