If you don't mind using gnuplot as the backend to PGFPlots, you can use the smooth unique option you mentioned. That's actually quite a good way to do it, because gnuplot is much faster at sorting than PGFPlotstable.
\documentclass{standalone}
\usepackage{pgfplots}
\usepackage{filecontents}
\begin{filecontents}{testdata.dat}
x y
1 11
2 14
4 26
3 39
\end{filecontents}
\begin{document}
\begin{tikzpicture}
\begin{axis}
\addplot gnuplot [raw gnuplot] {plot 'testdata.dat' using 1:2 smooth unique;};
\end{axis}
\end{tikzpicture}
\end{document}
Otherwise, I don't think you'll get around using a preprocessing step, either using pgfplotstable or some other tool. As Christian Feuersänger said here, the sort option only works for typesetting tables, but not for plotting. The solution wouldn't be very "convoluted", however, all it takes is one line of code to sort the table and store the result in a new macro:
\documentclass{standalone}
\usepackage{pgfplots, pgfplotstable}
\usepackage{filecontents}
\begin{filecontents}{testdata.dat}
x y
1 11
2 14
4 26
3 39
\end{filecontents}
\pgfplotstablesort{\sorted}{testdata.dat}
\begin{document}
\begin{tikzpicture}
\begin{axis}
\addplot table {\sorted};
\end{axis}
\end{tikzpicture}
\end{document}
(x,y)coordinates and so sorting would not change the plot. What are you trying to achieve? – bodo Jul 20 '12 at 04:57smooth uniqueoption ingnuplot, as in thegnuplotcommand line:plot 'data.txt' smooth unique with lines. – alfC Jul 20 '12 at 05:20