Passing dynamic order by in stored procedure

You can use a complicated order by clause. That requires one case for each sort direction and each data type. With this example dataset:

create table t1 (id int, name varchar(50), created date);
insert t1 values 
    (1, 'Chihiro Ogino', '2012-01-01'), 
    (2, 'Spirit of the Kohaku River', '2012-01-03'), 
    (3, 'Yubaba', '2012-01-02');

You could use an order by clause like:

declare @sortColumn varchar(50) = 'created'
declare @sortOrder varchar(50) = 'DESC'

select  *
from    t1
order by
        case
        when @sortOrder <> 'ASC' then 0
        when @sortColumn = 'id' then id
        end ASC
,       case
        when @sortOrder <> 'ASC' then ''
        when @sortColumn = 'name' then name
        end ASC
,       case
        when @sortOrder <> 'ASC' then cast(null as date)
        when @sortColumn = 'created' then created
        end ASC
,       case
        when @sortOrder <> 'DESC' then 0
        when @sortColumn = 'id' then id
        end DESC
,       case
        when @sortOrder <> 'DESC' then ''
        when @sortColumn = 'name' then name
        end DESC
,       case
        when @sortOrder <> 'DESC' then cast(null as date)
        when @sortColumn = 'created' then created
        end DESC

Working example at SQL Fiddle.

Another option is to create the query dynamically, and run it with exec. For example:

declare @sql nvarchar(max)
set @sql="select * from YourTable order by " + @sortColumn + ' ' + @sortDir
exec (@sql)