You could go for casting the month numbers to names in the select rather than in the ORDER BY clause, as it allows you to use MONTH in most places, and DATENAME only once, which feels more natural:

SELECT [Month] = DATENAME(mm, DATEADD(mm, MONTH(SomeDateTime), 0)),

Amount = SUM(SomeAmount)

FROM #MyHead

WHERE SomeDateTime >= '2010' AND SomeDateTime < '2011'

GROUP BY MONTH(SomeDateTime)

ORDER BY MONTH(SomeDateTime)