Nowadays, I've seen OSes & programs smart enough to understand that filenames with Final_Fantasy_9 come before Final_Fantasy_10, so I think it's OK, but I'll keep an eye on that. As far as the actual tags, don't worry Mattias, Roman numerals where appropriate.
As far as this issue, I'd suggest using digits in the filename but Roman numerals in the ID3 tag. A quick check shows that Windows XP is in fact smart enough to know that 1 < 2-9 < 10+, but the original Final Fantasy isn't tagged
as "Final Fantasy 1" so it gets all messed up. It classes numbers as higher than letters alphabetically, so FF1 is AFTER all the other Final Fantasy games. Also, Final Fantasy Tactics and Final Fantasy Mystic Quest get all mixed in with the Final Fantasy 1 games because it sorts all those mixes in with the FF1 songs at "T" and "M" respectively. That leads to another question. While filenames are smart enough to order themselves like that, are MP3 players? Maybe we'd be better off sticking with digits the whole way through to make those sorts of sorting issues nonexistent in any medium.
Another random issue I noticed! There are two Chrono Trigger mixes (KnightsComeMarchingHome and Downwind) that get messed up in order because, unlike any other remix that I'm aware of, they're listed as coming from multiple games. Knights is listed as "Chrono Trigger & FF9", while Downwind is "Chrono Trigger & Xenogears". There are other mixes from multiple unrelated games and they've never done this, so it should probably be standardized to listing the filename only under the "main" game.
OCR mix ID could easily go under track number.... however, this would mean that playing album "http://www.ocremix.org" would automatically sort by mix ID rather than by title, so that's something we'd probably want to avoid unless there was another easy way to sort by game, and I'm not aware of one. Perhaps put it under Disc? My iPod doesn't sort by disc number (something that has annoyed me intensely, actually), just track number within a particular album... Not an ideal solution, but the only one I can think of at the moment.
Either Album Artist/Band or Publisher seems to be a logical place to list the game the mix comes from, but I don't think that there's an option to sort by those fields in most MP3 players, so it'd be a bit pointless as far as that goes. Methinks the best solution for that is to just keep things as-is and have the game be the first part of the title.