During the past MS-HUG TechForum Stuart hinted to an upcoming whitepaper on ordered delivery patterns on BizTalk 2006 R2.

The whitepaper and associated code is now live and can be accessed from the link below:

Improving Ordered Message Delivery in BizTalk Server 2006 R2 During Concurrent Processing

The solution introduces the notion of a ticket for every message traveling through the processing chain. Business orchestrations can take the necessary time to process the messages in any order. As long as the ticket is propagated in each message, the messages can be re-sequenced on the way out.
It is important to define the boundaries of ordered delivery. For this solution, order begins at the BizTalk Server receive port, and the goal is to maintain this order until the messages are sent out of BizTalk Server.