If I remember correctly you cannot remove the catalog sorting option at the end of the shop page without causing problems somewhere else (I'll try find out why when I get home)
Also to place the sorting option at the beginning of the products grid I think you should use one of these (again I'll have to confirm when I get home):
add_action( 'woocommerce_before_main_content', 'woocommerce_catalog_ordering', 20 );
add_action('woocommerce_before_shop_loop', 'woocommerce_catalog_ordering', 20 );
I did come across some issues with this to, I remember the drop down appearing on a single products page. (May be some code could stop this from happening)
In the end I settled for it leaving it the way it was, but that's not to say it can't be done.