snubsnub
Why are the numbers messed like that?
I think the episode order is simply because the series is so crazy to begin with that mixing up the episodes wouldn't seem too weird. You can watch it in chronological order (the normal DVDs, when they come out, will have this order) but you'll still have The Adventures of Mikuru Asahina as the first episode (technically it's episode 11, but it's a very unique introduction to the show). However, if you watch it in chronological order, it'll build up tension for the first half of the series, have a huge climax at The Maleancholy 6 (episode 7), and... it'll just kind of taper off. If one watches it in that order, then the last episode in Someday in the Rain, which is basically the SOS Brigade without Kyon. And as interesting as that is, it's not all that great of an ending for a show, especially since you have three minutes of Yuki reading in that episode.
If you watch it in broadcast order however, you're more likely to get confused. It'll be something like:
Episode 3: *Yuki starts explaining something but the episode ends in the middle of it*
Episode 4: Let's play baseball!
Episode 5: *Yuki finishes explaining it*
You'll get a climax in the last episode, though.
Personally, I prefer it in broadcast order. It's kind of interesting, when watching episodes after Melancholy 6, since the characters hint at what happened, but never actually tell you.