I try to avoid checking bags as much as possible. But that said I've had fairly good luck most of the time in having my bags come off toward the front of the pack, certainly on int'l flights. But this seems to be a problem not just with UA... in August I checked my rollaboard on SQ2 (F). Waiting in SFO for the bags to arrive, one group of priority tagged bags came out very quickly, but several others who started the trip in SIN along with myself waited for a 2nd group of priority-tagged bags to show up, well after many of the non-priority-tagged bags.