Are you just new to Spock or new to the concept of test automation? One of the basic rules for tests is that they should be independent of each other and thus independent of execution order. I guess execution order is what you mean rather than "priority", right? In my current project the team has implemented hundreds of specs with thousands of feature methods and there is exactly *one* spec using the @Stepwise  annotation in order to enforce a certain execution order of features within that spec. It is a big overall smoke test for a business process encompassing one internal and two external web sites (the latter of which we have no influences on, e.g. we cannot mock anything there). Because this spec used to consist of one big "god method", we refactored it into small feature methods for each single page in the process flow (all in all about 20 or so) and used @Stepwise on the spec level in order to enforce the desired lexical execution order. But we feel bad about it!
So if you want to take my advice as a beginner: Don't do it unless absolutely necessary. You might think: "Okay, it is necessary." I urge you to think it over twice and then twice more. In most cases you can come up with a way to avoid such dependencies on execution order.