[MRG] ensure that examples figures are displayed in the correct order

For instance the ordering of the figures generated in this example is currently random:

http://scikit-learn.org/dev/auto_examples/plot_johnson_lindenstrauss_bound.html
Nitpick: I don't really like the idea that we're reconstructing the filename here. I'd even rather `sorted(filenames, key=lambda name: int(name[name.rindex('_') + 1:-4]))`.