Their order is based on the order that you have set them to be in. If they look "all over the place," then your forums are also all over the place.
Use the "Order" column to give each category their own ordering. Then give the sub-categories their owner ordering.
The structure is based on a standard tree chart.
Attached screenshots are the categories and forum ordering for UBBCentral. From the screenshots you can see that every main forum (left, with no indentation) is given an ascending number. That number hierarchy (ascending order) is what's displayed on your public forum.
Sub-forums are indented, and their ordering is also determined by their own number sequence hierarchy.
Main Categories and their ordering are managed within the Control Panel > Categories manager.