Few weeks ago a posted an example how to make a sortable column in CellTable. Looking into the framework documentation, I found that there are some new features documented, which will be released in the next GWT version 2.2. This new documented features are Column Sorting and Controlling Column Widths. The CellTable will have build-in support for column sorting. When you call Column.setSortable(true) you will make the column sortable regarding to the documentation. There is also new event which calls ColumnSortEvent, which will handle the click on the header. This definitely makes the use of the CellTable simpler and there is no more need of custom sorting implementation. The GWT 2.2 is in RC for now, until the final version you can of course use the given sorting example here.
For more information about those new features you can read the GWT documentation here.