I've got a lot of stuff in my menu bar, but the only things that let me do the command-drag trick (in Snow Leopard) are those that are System Preferences items or otherwise don't have a constant on-screen presence.
The ordering for the ones you can't reorder depends on the order in which they were launched. There are some tactics for controlling that here:
http://hints.macworld.com/article.ph...00105215114540
And Lizard and I come up with nearly identical content, great minds and all that :-)