Consulta paginada usando ordenación en diferentes columnas usando ROW_NUMBER() OVER () en SQL Server 2005

Sencillo:

SELECT
  OrderID, CustomerID, EmployeeID, OrderDate, ShippedDate,
  @Offset, @Limit, @SortColumn, @SortDirection
FROM
  Orders
WHERE
  ROW_NUMBER() OVER 
  (
    ORDER BY
      /* same expression as in the ORDER BY of the whole query */
  ) BETWEEN (@PageNum - 1) * @PageSize + 1 AND @PageNum * @PageSize 
  /* AND more conditions ... */
ORDER BY
  CASE WHEN @SortDirection = 'A' THEN
    CASE @SortColumn 
      WHEN 'OrderID'    THEN OrderID
      WHEN 'CustomerID' THEN CustomerID
      /* more... */
    END
  END,
  CASE WHEN @SortDirection = 'D' THEN
    CASE @SortColumn 
      WHEN 'OrderID'    THEN OrderID
      WHEN 'CustomerID' THEN CustomerID
      /* more... */
    END 
  END DESC

Esto clasificará en NULL (DESC) si se selecciona el orden ASC, o viceversa.

Deje que la función ROW_NUMBER() trabaje sobre la misma expresión ORDER BY.