@Crafty - not entirely. If I hit "best price" then that means I will pay the lowest price possible out of the offered prices; if the offered prices are 10, 20, 30, I take 10, if the offered prices are 400, 500, 600, I take 600. So it doesn't really matter if I set my trade strats to best price - at least that's my understanding.
Placing an immediate order is the way to get priority on delivery. When you place an immediate order, you say "I'll pay any price as long as you give it to me now!", which usually means you pay a crapload but you get it immediately. As opposed to, say, a trade strat of 30 over the product's worth - in that situation, the immediate order still wins out, and I think best price would also possibly still win (after immediate).