Thanks very much guys, I'm pretty sure I understand what you're saying; that only the parent query (outside the () ) can be used for order in it's current format.
Thanks to my handy-dandy, always faithful join tutorial, I figured an inner join was the way to go, since it grabs only a record where it exists in both tables, which it must in my case. Any insight on whether I I executed it incorrectly or is it A-OK?
$q_favecats = "SELECT * FROM favecats INNER JOIN categories ON categories.id = favecats.cat_id ORDER BY categories.name ASC";
Thanks again for your help!