Just a brief note - I'm using a modified version of plain.bst sitting in the directory with my Latex files; it turns out having sorting by order of appearance is a relatively easy change; just find the piece of code:
...
ITERATE {presort}
SORT
...
... and comment it - I turned it to:
...
%% % avoid sort:
%% ITERATE {presort}
%%
%% SORT
...
... and then, after running bibtex, pdflatex, pdflatex - the citations will be sorted by order of appearance (that is, they will be unsorted :) ).
Cheers!
EDIT: just realized that what I wrote is actually in the comment by @ChrisN: "can you edit it to remove the SORT command" ;)