To auto-arrange a window in icon view for the Finder, open a new window and find the folder you want to set. Choose View > View Options from the menubar (or apple-j). Choose whether you want to set the option to "This window only" or "All windows," then set "Keep Arranged" to whatever you want and close the window. Next time you view that window in icon view, the settings should stick. You can also temporarily set the arrangement from the View menu.
Column view is always arranged alpha-numerically (though what's nice is that it understands that 2 comes before 10

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To arrange items in list view, just click on the column header to arrange by that category, and to reverse the order in that category. you can click and drag to rearrange the columns (except I think name is always on the left).
For additional iTunes visuals, check out these two places:
MacUpdate
VersionTracker