Alphabetic sorting of music?

I am sorting my CDs alphabetically and I want to know how I should sort some certain albums. Assuming I do all solo artists as their last name, for example Tom Petty as a solo artist would be under P, where do I put Tom Petty and The Heartbreakers, do I sort it by T or P. 3 Doors Down, do I sort it as the number 3 or as "Three", should numbers go at the very beginning or end. "Weird Al" Yankovic, does that go under W or Y. This album goes by just "Reba", do I sort it under R or with the rest of her albums under M.