I always get the priority tags, but I often have to ask, even in DEN (yes, the hubs get it wrong too).

When landing in FRA, ARN and other EU cities, my bags are amongst the first off, only preceded by other brightly tagged bags.

When returning to the US, my bags occasionally come out first, but have been the LAST off the plane, even with the bright orange indicators. In MCO, on my way to my wedding, we had 6 bags checked. 5 were the first off the plane, 1 was the last. Talk about frustrating!