Currently you have to delete and re-add actions to change the order in which they're executed. There should probably be an easier way to reorganize actions to change the order in which they occur.
as of v1.1
Ideally it should be possible to “grab” an action and “drag” it to change the sequence in the list of actions.
I'm an order-freak too. I'd be nice to be able to re-order my Actions in an order I'd like, but I'd go further and say that I'd like more control over how my Profiles, Rules and Locations appear as well.