Chinese isn't like other languages. Because the writing system gives no clear indication of pronunciation, a dictionary intended for foreigners must include phonetic information in the entries as well as a phonetic index (or two). My Taiwanese dictionaries use both romanisation and Bopomofo, but they don't arrange main entries by either.

I think Bopomofo provides the best arrangement, since it groups sounds by place of articulation ("bo", "po", "mo", "fo" represent the first four intials, all labials) and many characters with the same phonetic have pronunciations which differ only in manner of articulation (e.g. aspiration, plosivity, etc.). That is, if you see an element that is sometimes zhong and sometimes chong, you can find those in adjoining sections of a Bopomofo index.

I don't normally have any good thing to say about Wade-Giles, but it was better than Pinyin in this regard since aspiration was indicated with an apostrophe. That is, chung and ch'ung (the equivalents of the Pinyin syllables above) would be in adjoining sections rather than at opposite ends of the index.