Pretty much any locale (say, en_US for you) with a matching character set should work. Unless you go out of your way, this should be the default setting.
I've tried a half dozen time-consuming configs without success.
Like what?
For example, with all LC_* parameters set to "en_US.UTF8", I get the following incorrect "order:by": Béarn Bécancour Beaupré Bécancour should be last. Incidentally, in psql via a putty.exe session, the only character set translation I can find that displays the accented characters is CP437. Does this seem right?