Is there a way to move a column in between existing columns with drag-and-drop?

Hold shift and the shaded border you see when moving the selected column will change to a shaded line between two destination columns.

When you release your mouse the column will move to where the shaded line was.

The procedure is yet explained, but not in the exact way:

1. first, press over the column name to have it selected.
2. second, while pressing shift, move the mouse pointer over the top-left corner of the first cell, until it gets to a cross arrows symbol ( like this: http://www.getfreeimage.com/image/719/mouse-pointer ).
3. Then, click and drag the column to its new position.
4. That's all.