you are using drupal 6, or drupal 7?
If I understand well your questions:
you can change the query used to generate view results (Order BY, Where, etc) using query_alter hook. here one example: Making a field sortable in Views
About weight of arguments, I think that you can control order of precedence in 'rearrange' option:
If your question is related with weight of taxonomy terms, in your View settings > Add sort criteria > Taxonomy: Weight seems will be useful to sort according weight of each term:
regarding shows argument clicked, you can get argument from the current url easily using
in this example
here some experiences in Drupal forum to review, with or without using arg():
you can add a php code to get respective argument, for example using arg() in a view header or in a drupal php node/page/block:
<?php echo arg(0); ?> or
<?php echo arg(1); ?> according your target argument.
I hope information be useful.