Depends on Engine type for what is happening in the background:
'For MyISAM and BDB tables you can specify AUTO_INCREMENT on a secondary column in a multiple-column index. In this case, the generated value for the AUTO_INCREMENT column is calculated as MAX(auto_increment_column) + 1 WHERE prefix=given-prefix. This is useful when you want to put data into ordered groups.'
This will create tables with multiple values on the auto_increment, non-unique values.
So what you really mean is to have a PRIMARY KEY with auto_increment (though not necessary) for InnoDB tables. A simple select will return values in the Primary Key order when selecting without a order by clause because it is stored in this order and will use the Primary Key for sorting.
If you want a specific order ALWAYS specify it, use the PRIMARY KEY if you want, but ALWAYS specify it.