I've set up my RTM with the usual GTD set ups. And I've prioritized them by the way they show up in the lists by adding numbers to the list names. so that they come in the order I want them. So my lists look like these:
Inbox
1Actions ♥
1Waiting ⌚
2Ticklers ☯
3Someday ♻
4Reference ☂

As you can also see, I've also added some visual cues (icons if you will) to the name so that with a fairly quick glance, I can tell what I'm looking at without having to read a long name.... These are easily added with the "Character Pallette" in the international section of the Mac OSX.

I have others, but I think you get the drift.