Is there, just for curiosity's sake, a sorting algorithm that outperforms merge sort with it's O( n log n ) complexity? If there is, is it worth implementing it?
Radix sort :). Also, there are several (normal) algorithms with O( n ) best case complexity. Though complexity isn't the only thing to consider when choosing a sorting algorithm.
Also, http://en.wikipedia.org/wiki/Sorting_algorithm#Comparison_of_algorithms is where you should be looking..