It doesn't matter. FontLab re-sorts the glyphs according to what display option you choose, but internally everything will just have the same assignments.
Of course you need to save your glyphs under the correct Unicode values -- after all, that's how FontLab recognizes them and can display them in any order you liike.

What encoding you choose is only relevant if you intend to export your font for a system that limits the type of characters, i.e., if you want to limit yourself to Mac Roman Encoding, you cannot include Chinese as these characters will never get included.