show checkeditems first in checked listbox

I took your question as a small challenge and came up with the following.

I created a custom subclass, inheriting from CheckedListBox in order to override the Sort()-method.

I copied the items in the CheckedItems-collection into a List<object> and the un-checked items into another List<object> by taking all items and excluding the checked items.

The "sub-sorting" within the checked- and unchecked regions is then done by calling Sort() on each of those Lists; alphabetical by default. This method has some overloads that allow you to specify a custom Comparer. If you want to sort differently, you would have to extend the code there.

After sorting the Lists, both are iterated and the indices of the Items-Collection are overwritten with the now sorted items, while calling SetItemChecked(..) with true/false (because the CheckedListBox has two separate collections to store the items and their checked-state and these aren't associated automatically).
Because SetItemChecked(..) calls OnItemCheck(..) in order to raise the ItemCheck-event, I used a boolean flag SortingInProgress to suppress that event while sorting.

Because Sort() is a protected method, I also implemented a SortNow()-method to be able to sort the items whenever you like.

VB.NET :

Public Class SortByCheckedListBox
    Inherits CheckedListBox

    Private SortingInProgress As Boolean

    Public Sub New()
        MyBase.New()
    End Sub

    Public Sub SortNow()
        Sort()
    End Sub

    Protected Overrides Sub OnItemCheck(ice As ItemCheckEventArgs)
        If Not SortingInProgress Then
            MyBase.OnItemCheck(ice)
        End If
    End Sub

    Protected Overrides Sub Sort()
        If Items.Count > 1 Then
            SortingInProgress = True

            Dim checkedItems1 As New List(Of Object)(CheckedItems.OfType(Of Object)())
            Dim uncheckedItems As New List(Of Object)(Items.OfType(Of Object)().Except(checkedItems1))

            checkedItems1.Sort()
            uncheckedItems.Sort()

            Dim item As Integer = 0

            For checkd As Integer = 0 To checkedItems1.Count - 1
                Items(item) = checkedItems1(checkd)
                SetItemChecked(item, True)
                item += 1
            Next

            For uncheckd As Integer = 0 To uncheckedItems.Count - 1
                Items(item) = uncheckedItems(uncheckd)
                SetItemChecked(item, False)
                item += 1
            Next

            SortingInProgress = False
        End If
    End Sub
End Class

C# :

public class SortByCheckedListBox : CheckedListBox
{
    private bool SortingInProgress;

    public SortByCheckedListBox()
        : base()
    { }

    public void SortNow()
    {
        Sort();
    }

    protected override void OnItemCheck(ItemCheckEventArgs ice)
    {
        if (!SortingInProgress)
            base.OnItemCheck(ice);
    }

    protected override void Sort()
    {
        if (Items.Count > 1)
        {
            SortingInProgress = true;

            List<object> checkedItems = new List<object>(CheckedItems.OfType<object>());
            List<object> uncheckedItems = new List<object>(Items.OfType<object>().Except(checkedItems));

            checkedItems.Sort();
            uncheckedItems.Sort();

            int item = 0;

            for (int checkd = 0; checkd < checkedItems.Count; checkd++, item++)
            {
                Items[item] = checkedItems[checkd];
                SetItemChecked(item, true);
            }

            for (int uncheckd = 0; uncheckd < uncheckedItems.Count; uncheckd++, item++)
            {
                Items[item] = uncheckedItems[uncheckd];
                SetItemChecked(item, false);
            }

            SortingInProgress = false;
        }
    }
}