Capitalise - first word of caption, but not description (except proper nouns, etc)
Dash - just one simple one, not -- or — or — or –
Description - short and sweet, no full stop
Alphabetic order should be used whenever there's no more appropriate logical order (eg price, distance, north-south, day of the week, etc). Where a non-alphabetic order is used, it should be explained if necessary.
A universal exception to completely alphabetic order is in Cities sections, where capital cities/towns always go at the top of the list.