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Per @ghoppe;
When using the iPod app in list view (list view = the view with selections for your chosen category), the "More …" category on the very bottom right hand side has a few additional options, name there is "Compilations" view.
This view is identical to Album view, except it only shows albums that have two or more unique artists in it.
If this is a view you use often, you could put it on the category bar so it's quick/easy to get to. Perhaps a customization like: "Artist - Compilations - Songs - Videos - More …"
This of course does nothing to prevent seeing compilations when in an Artist entry.
(More is required and cannot be replaced nor moved.)
My suggestion was to default your browsing habits to using Album view instead. Instead of picking a song by an artist, you will always see a track-ordered list of songs after picking an album.
There's also the search box you can use to type in an artist/album, and pick the relevant view you want from it (scroll to the top of any view, or if you're already at the top swipe down once more to pull the top down, and the search box will be revealed).
The best way I have found to do this is to create a playlist on iTunes on my Mac and sync my iPhone with that Playlist. If I sort by Artist in iTunes before syncing, it is synced that way on my iPhone. I then scroll through the playlist on my phone to select an album or artist, instead of selecting the artist or album directly. This way my music app will go to the next artist or album after my current album is finished.
Best Answer
The answer to this question is incredibly simple, and needs no elaboration other than enough to justify the size of the post and prevent Stack Exchange from automatically marking it as low quality or affecting it. That answer?
No, you can't. The All Songs section of an artist view, exactly like the all Songs category on iOS, is always by alphabetical title.