$ids = array(16,18,17,19);
$products = Mage::getModel('catalog/product')->getCollection()
->addAttributeToSelect('*')
->addAttributeToFilter('entity_id',$ids);
//shakes fist at PDO's array parameter
$ids = array_map('intval', $ids);
$products->getSelect()->order("find_in_set(e.entity_id,'".implode(',',$ids)."')");
foreach($products as $product)
{
var_dump($product->getEntityId());
var_dump($product->getSku());
}