The simplest approach would be:
var orderedTimeBands = timeBands.OrderBy(x => ((int) x.DayOfWeek + 6) % 7)
.ToList()
So we have:
Name Original value Value after arithmetic
Sunday 0 6
Monday 1 0
Tuesday 2 1
Wednesday 3 2
Thursday 4 3
Friday 5 4
Saturday 6 5
... which is what you want, I think.