GPUs are highly specialized hardware designed to do a small set of tasks very well and highly parallelized. This is basically arithmetic (particularly single precision floating point math although newer GPUs do quite well with double precision). As such they're only suited to particular algorithms. I'm not sure if sorting fits that category (in the general case at least).
More common examples are pricing of financial instruments, large amounts of matrix maths and even defeating encryption (by brute force). That being said, I did find Fast parallel GPU-sorting using a hybrid algorithm.
Another commonly quoted example is running SETI@HOME on an Nvidia GPU but it's comparing apples to oranges. The units of work for GPUs are different (and highly limited) compared to what CPUs ordinarily do.