How do I change the sort order of the links in a link category? I do not see this as an option when I edit the link category, but in the codex I see it in the instructions, with a graphic showing a different link category screen:
That whole interface has changed significantly since WP 2.0. The ordering of links and link categories is handled at the template level now using the ‘category_orderby’ and ‘orderby’ arguments from the wp_list_bookmarks function.
I also publish a plugin, My Link Order, that lets you specify your own order.