By default, when you start a utility or other program, it runs at the same priority as its parent. (Actually, priorities aren't associated with a process, but with the process's threads.) You can determine the priority of a process's threads by looking at the output of the pidin (Process ID INformation) command.
If you want to run something at a specific priority, use on, specifying the -p option. If you want to specify a relative priority, use the nice command.