Script Summary: Based on this excellent idea found in RTM's forum (http://www.rememberthemilk.com/forums/tips/2943/)
You'll need to tweak the script once you download it. It's pretty configurable in terms of colors, borders, indenting, and whether or not the headers should be renamed.
The big thing will be to set up tags that are guaranteed to fall alphabetically first in the list of all tags that start with the same symbol.
So, if you use the common @ symbol to denote contexts, you'll want to have a single @__context tag on a dummy task somewhere. In a normal task cloud, this @__context tag would look bad, but with this script it will be larger, on its own line, bold, in the color you choose, and optionally set apart via borders. Even more, it can be replaced with the word Context (capitalization included) or left with the leading @ or even left as is.
Multi-word tags such as +__minor_work_projects are supported as well. The extra _ characters are stripped so you end up with 'Minor Work Projects' or '+Minor Work Projects', depending on your settings.