If you have a lot of Custom Post Types, you may need to change the menuposition with a little trick.
Keep in Mind, WordPress has some built in:
2 Dashboard
4 Separator
5 Posts
10 Media
15 Links
20 Pages
25 Comments
59 Separator
60 Appearance
65 Plugins
70 Users
75 Tools
80 Settings
99 Separator
Your first CPT is assigned menu_position 2, and it is placed just after the Dashboard. As Number 2 (Dashboard), 3 (CPT), 4 (Seperator) and 5 (Posts) are taken, WordPress assigns the next free Number as 6 (behind the Posts).
Your solutions would either be Assigning the Custom Post Types as a Group between Comments and the 59-Seperator (Numbers 26 to 58), or reassigning the Menupositions of the built in Post Types, as well as messing around with the new ones, excellently described by @MikeSchinkel based on the work of @EAmann here