As stated many times, the lower bound on comparison based sorting for general data is going to be O(n log n). To briefly resummarize these arguments, there are n! different ways a list can be sorted. Any sort of comparison tree that has n! (which is in O(n^n)) possible final sorts is going to need at least log(n!) as its height: this gives you a O(log(n^n)) lower bound, which is O(n log n).
So, for general data on a linked list, the best possible sort that will work on any data that can compare two objects is going to be O(n log n). However, if you have a more limited domain of things to work in, you can improve the time it takes (at least proportional to n). For instance, if you are working with integers no larger than some value, you could use Counting Sort or Radix Sort, as these use the specific objects you're sorting to reduce the complexity with proportion to n. Be careful, though, these add some other things to the complexity that you may not consider (for instance, Counting Sort and Radix sort both add in factors that are based on the size of the numbers you're sorting, O(n+k) where k is the size of largest number for Counting Sort, for instance).
Also, if you happen to have objects that have a perfect hash (or at least a hash that maps all values differently), you could try using a counting or radix sort on their hash functions.