Reports - Sales - Total Ordered Report
Lists all orders across the selected range for the selected stores. Using the Report Type Filter Options you can sort the order based on the date of creation or the date of last modification.
NB: At this point in time sorting by creation date doesn’t appear to work, see: http://www.magentocommerce.com/boards/viewthread/179540/#t239903
Created at Order - Sort by creation date (appears faulty as at 126.96.36.199)
Updated at Order - Sort by date of last modification to order