Since WordPress 2.7, there’s one option at “Publish” section to enable “sticky” post for public visibility. However, there’s no options to support “sticky” attribute for private post. One quick walk-around to make private post “sticky” is to set a “future” publish date. It is not so clean, but works for the purpose.
There are a few plugins to support “sticky”, but not all of them works well for WordPress 3.3. The “sticky manager” plugin works now and then, but it is not stable.