sorting query results

Hi,
failing to find the straight-forward answer on the web I hope to find
some advice in here.
I want to display the table fetched from the postgres database. The
headers of the columns are links used to sort the data. Like the
functionality you have on ebay when you sort according to price or time
left. I recognized two ways of doing that:

1. Issue a new query to the database each time the specific sorting was
requested. In other words, let the database do the sorting and fetch the
results.

2. Save the table into php array and and use php built-in functions to
sort and refresh the table.

Which of those methods would be most desired in terms of performance and
according to "the best practices"?
What would be possible drawbacks/advantages of those methods.

Regards,
Piotr