I don't think there is any way to prioritize threads/apps in Android. Programatically you'd set thread priority here, but it would be your threads in your app. You shouldn't be able to do this against someone else's app unless you had their developer signature as all applications are sandboxed from each other (unless permission is given).
Instead, I would focus on trying to improve overall performance on your phone:
- Conserve memory:
- Reduce the number of running services
- Delete apps that you do not use (especially those that are spawning services)
- Overclocking (requires root and will drain more battery, but could be allieviated some by running an under voltage kernel) or installing a custom mod with performance tweaks
- As a side note, overclocking the Motorola Droid makes it hell of a lot more responsive than the default 550-600mhz clock speed, but I find the battery drain to be too much unless I have my phone plugged in to a power source. If you carry a spare battery around like me, it may not be that big of a deal
You are right to not use a task killer. The Android OS was built to handle tasks appropriately and you would otherwise waste resources running an auto-kill service every X minutes (because those killed tasks are just going to re-spawn) and potentially cause other problems (killing a task that is writing to the SD card, for instance, could cause file corruption). The only thing task killers are good for are for what you would normally use one for: to kill hung up processes.