Spectroscopic notation
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Before the atom electron states were known, spectroscopists saw distinctive series in atom spectra, and so they assigned letters to characteristic spectra. These letters were later associated with the azimuthal quantum number l. The first four letters were chosen from properties of the spectra. Letters after "f" follow the alphabetical order (letter "j" is omitted, though).
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letter name l s sharp 0 p principal 1 d diffuse 2 f fundamental 3 g (from here, it follows the alphabetic order) 4 h 5 ... ...
The spectroscopic notation is used in the electron configuration and to create the term symbol for the electron states in a multi-electron atom. The above scheme for a single electron's orbital quantum number is applied to the total orbital angular momentum associated to each electron state.
[edit] Mnemonic
The mnemonic phrase for remembering the sequence S P D F G H ... is "Sober Physicists Don't Find Giraffes Hiding In Kitchens Like Mine" One is expected to remember that after the M, the letters in the sequence are alphabetical.
Another mnemonic is: if you don't memorize the proper order, you will get a SPeeDy F! After the F, the letters in the sequence are alphabetical (except that the J is omitted).