Yes its a pain, sort of like one of those memory games I had as a child, "ok heres 37 on the chart now where is 37 on the sprue
). The AMT fire apparatus kits are like this too (American LaFrance Pumper, Ladder and Snorkel), I don't know which other kits do this, maybe all AMT truck kits, I have the AMT / Ertl Paystar and it has numbered sprues but it started out as an old Ertl kit, not originally an AMT kit so maybe thats why it has numbers.
Its not too bad for the big parts but the little parts can be a real pain to find, what I do is try and locate some obvious parts then use those as landmarks for finding the smaller parts. With the exception of the instructions I'm finding the kit to be a rather pleasant build.