Michael J. Swart tests whether ORDER BY NEWID() produces a biased result:
One of his articles, Visualizing Algorithms has some thoughts on shuffling at https://bost.ocks.org/mike/algorithms/#shuffling.
He says that sorting using a random comparator is a rotten way to shuffle things. Not only is it inefficient, but the resulting shuffle is really really biased. He goes on to visualize that bias (again, I really encourage you to go see his stuff).
Ordering by random reminded me of the common technique in SQL Server of
ORDER BY newid(). So I wondered whether an obvious bias was present there. So I shuffled 100 items thousands of times and recreated the visualization of bias in a heat map (just like Mike did).
I’ve used this pattern to good effect, but definitely pay attention to Michael’s warning at the end.