If your dimensionality is low then I totally agree, there is a library that can help you to achieve this: http://code.google.com/p/uzaygezen/ If you are dealing with objects with intrinsic dimension >=20 then you should use other techniques.

I was just thinking the other day that you could use a space-filling curve to order a table of geographical locations in a relational database. I decided that I was unlikely to have a problem that would ever justify such an approach. It's nice to know that there's some literature out there already if I do.