AFAIK, the installer currently doesn't let you set the category collation for your wiki ($wgCategoryCollation). It would be nice if you could choose between (at least) uppercase, numeric, uca-default, uca-default-u-kn, and identity. If possible, it should only present the UCA options if you have the PHP intl library installed, and if it is installed, suggest uca-default-u-kn as the default choice. Otherwise, the default choice should probably be numeric or uppercase. Each option should have some kind of description or explanation available. We may also want to make the actual option labels more readable, like "UCA with numeric" instead of "uca-default-u-kn".
It should also include the language-specific UCA options if there is a way to discover which ones are supported (See IcuCollation class). If the wiki is set to a language other than English, and the PHP intl library installed, and the language is one supported by MediaWiki's UCA collation, set that as the default option.