I sorted my gear sets once - alphabetical in combat classes, crafting classes, gathering classes.

Once I get around to unlocking the HW jobs I'll have to do it a second time.

Linkshells, however? Only ever been a member of two so it hasn't really come up, but when I left the first one it did feel odd that I kept talking to my 'second' linkshell without having a 'first'. So yeah, a definite Quality of Life feature that really shouldn't be that hard to build into the game.