This question has always been on my mind. The best answer I’ve found so far and is reasonably credible can be found at http://answers.yahoo.com/question/index?qid=20080912142314AAZdlh9
Basically it follows the Greek alphabet:
Alpha
Beta
Gamma
Delta
Epsilon
Zeta
Eta
Theta
Iota
Kappa
Lambda
Mu
Nu
Xi
Omicron
Pi
Rho
Sigma
Tau
Upsilon
Phi
Chi
Psi
Omega