Order posts by specific categories?

I believe that this code will do what you want:

function mam_posts_join ($join) {
   global $mam_global_join;
   if ($mam_global_join) $join .= " $mam_global_join";
   return $join;
}
function mam_posts_orderby ($orderby) {
   global $mam_global_orderby;
   if ($mam_global_orderby) $orderby = $mam_global_orderby;
   return $orderby;
}
add_filter('posts_join','mam_posts_join');
add_filter('posts_orderby','mam_posts_orderby');

$mam_global_join = " INNER JOIN $wpdb->terms ON ($wpdb->term_taxonomy.term_id = $wpdb->terms.term_id)";
$mam_global_orderby = " UPPER($wpdb->terms.name) ASC, $wpdb->posts.post_date DESC";
query_posts('cat=32,65,58&posts_per_page=20');

Of course, you need to supply your own categories and posts_per_page.