Priority is one of the characteristics that define a move. Just like power, accuracy, PP, or category, every move has a specific priority. In a battle, the Pokémon with the highest Speed is supposed to always attack first. However, this is not always true, since it is a matter of priority first, and Speed after. Only when two moves with the same priority are used in the same turn will the fastest Pokémon strike first.
The move Quick Guard will block high-priority moves.
You can find what moves are affected (positively or negatively) by priority in the following list:
|+4||Detect, Endure, Magic Coat, Protect, Spiky Shield, Snatch|
|+2||Extreme Speed, Feint, Flame Impact, Follow Me|
|+1||Aqua Jet, Baby-Doll Eyes, Bide, Bullet Punch, Ice Shard, Ion Deluge, Mach Punch, Powder, Quick Attack, Shadow Sneak, Sucker Punch|
|0||Any other move|
|-5||Counter, Mirror Coat|
|-6||Dragon Tail, Roar|