Pradeep Adiga's first suggestion, ORDER BY NEWID(), is fine and something I've used in the past for this reason.
Be careful with using RAND() - in many contexts it is only executed once per statement so ORDER BY RAND() will have no effect (as you are getting the same result out of RAND() for each row).
For instance:
SELECT display_name, RAND() FROM tr_person
returns each name from our person table and a "random" number, which is the same for each row. The number does vary each time you run the query, but is the same for each row each time.
To show that the same is the case with RAND() used in an ORDER BY clause, I try:
SELECT display_name FROM tr_person ORDER BY RAND(), display_name
The results are still ordered by the name indicating that the earlier sort field (the one expected to be random) has no effect so presumably always has the same value.
Ordering by NEWID() does work though, because if NEWID() was not always reassessed the purpose of UUIDs would be broken when inserting many new rows in one statemnt with unique identifiers as they key, so:
SELECT display_name FROM tr_person ORDER BY NEWID()
does order the names "randomly".
Other DBMS
The above is true for MSSQL (2005 and 2008 at least, and if I remember rightly 2000 as well). A function returning a new UUID should be evaluated every time in all DBMSs NEWID() is under MSSQL but it is worth verifying this in the documentation and/or by your own tests. The behaviour of other arbitrary-result functions, like RAND(), is more likely to vary between DBMSs, so again check the documentation.
Side Note
If you want an arbitrary but somewhat repeatable ordering, order by some relatively uncontrolled subset of the data in the rows themselves. For instance either or these will return the names in an arbitrary but repeatable order:
SELECT display_name FROM tr_person ORDER BY CHECKSUM(display_name), display_name -- order by the checksum of some of the row's data
SELECT display_name FROM tr_person ORDER BY SUBSTRING(display_name, LEN(display_name)/2, 128) -- order by part of the name field, but not in any an obviously recognisable order)
Arbitrary but repeatable orderings are not often useful in applications, though can be useful in testing if you want to test some code on results in a variety of orders but want to be able to repeat each run the same way several times (for getting average timing results over several runs, or testing that a fix you have made to the code does remove a problem or inefficiency previously highlighted by a particular input resultset, or just for testing that your code is "stable" in that is returns the same result each time if sent the same data in a given order).
This trick can also be used to get more arbitrary results from functions, which do not allow non-deterministic calls like NEWID() within their body. Again, this is not something that is likely to be often useful in the real world but could come in handy if you want a function to return something random and "random-ish" is good enough (but be careful to remember the rules that determine when user defined functions evaluted, i.e. usually only once per row, or your results may not be what you expect/require).