When Sql Server fetch data by doing table scan or clustered index scan (if your table is clustered), it may choose to follow the leaf pages chaining because of search args, lock hints and other parameters, or it may follow the index allocation map that in most cases is not in the same order due to pages splits that occured.
Using a clustered index is not a guarantee of speed, Sql server computes different way to retrieve data for each request, even for simple requests (the Sql Query optimizer is a very complex system).
It is not a way to get data in a specific order either, the only way to get data in a specific order is to specify an ORDER BY clause in your query (this is an ANSI specification).
If you want to improve performance, you should study the query plan of your request. There are several ways to get the query plan of your request, the simplest one is to select the "include actual query plan" button in Sql Magenement Studio toolbar before executing your request.
Followup: with a clustered index, data is physically stored in the order of the cluster definition, until the cluster gets fragmented. The ONLY way to get data in a specific order in a SELECT is to add an ORDER BY clause to the SELECT, not creating indexes.