When attempting to Sort by different "MULTIPLE" Columns using a SQL Server Stored Procedure, this is the how it is done! 

USE AdventureWorks; 
SELECT   ContactID, 
         FirstName, 
         LastName, 
         Title = COALESCE(Title,'') 
FROM     Person.Contact 
WHERE    LEFT(FirstName,1) = 'M' 
ORDER BY CASE 
           WHEN LEFT(LastName,1) = 'A' THEN RANK() OVER(ORDER BY FirstName + LastName) 
           WHEN LEFT(LastName,1) = 'M' THEN RANK() OVER(ORDER BY LastName + ', ' + FirstName, Title) 
           WHEN LEFT(LastName,1) = 'U' THEN RANK() OVER(ORDER BY LastName + ', ' + FirstName DESC) 
           ELSE                             RANK() OVER(ORDER BY LastName DESC, FirstName DESC) 
         END 

Another example: This is passing in the Sort order via a Stored Procedure Parameter. In this case @SortOrder is a varchar(100).

SELECT ItemId, Prod, Size, TagNo, ProductId, Location, PONo
FROM vewInvTrxSummary
ORDER BY 
        CASE WHEN @SortOrder LIKE '%Product, Tag, Location, Size, PO%' 
			THEN RANK() OVER(ORDER BY Prod, TagNo, Location, Size, PONo)
                  WHEN @SortOrder LIKE '%Product, Size, Tag, Location, PO%' 
			THEN RANK() OVER(ORDER BY Prod, Size, TagNo, Location, PONo)
                  WHEN @SortOrder LIKE '%Size, Product, Tag, Location, PO%' 
			THEN RANK() OVER(ORDER BY Size, Prod, TagNo, Location, PONo)
                  WHEN @SortOrder LIKE '%Product, PO, Tag%'                        
			THEN RANK() OVER(ORDER BY Prod, PONo, TagNo)
                    ELSE RANK() OVER(ORDER BY Prod, TagNo, Location, Size, PONo) 
         END