Database-wide unique-yet-simple identifiers in SQL Server
Solution 1:
Why not use identities on all the tables, but any time you present it to the user, simply tack on a single char for the type? e.g. O1234 is an order, D123213 is a delivery, etc.? That way you don't have to engineer some crazy scheme...
Solution 2:
Handle it at the user interface--add a prefix letter (or letters) onto the ID number when reporting it to the users. So o472 would be an order, b531 would be a bill, and so on. People are quite comfortable mixing letters and digits when giving "numbers" over the phone, and are more accurate than with straight digits.
Solution 3:
You could use an autoincrement column to generate the unique id. Then have a computed column which takes the value of this column and prepends it with a fixed identifier that reflects the entity type, for example OR1542 and DL1542, would represent order #1542 and delivery #1542, respectively. Your prefix could be extended as much as you want and the format could be arranged to help distiguish between items with the same autoincrement value, say OR011542 and DL021542, with the prefixes being OR01 and DL02.