This list view is designed to work in place of a links page. Frankly, there are some "alright" modules for managing links, but when you combine the flexibility of theming your own "links view" and add to that how easy to manage such a thing is with CCK, there's almost no contest for me personally. I'll custom build every time.
In this case I created a CCK type that is very typical, I included the link module for cck as well, although that will only be required if you choose to do something additional with the content. A text field would have sufficed in this case, but I'm future proofing it. Additionally there's some taxonomy setup. In this example, every header you'll see is actually a taxonomy selection. The page is sorted by taxonomy weight (this is set in the view) and then anything in the category is sorted alphabetically (default). The only thing running this is the function itself, no other code was needed.