process priority

I have a question that I hope someone here can help
me answer.
I understand how to change a processes priority while
it is running with renice. What I would like to know is
how to start an application at a higher priority.
For instance, if I wanted to run mpg123 with a higher
priority, how would I do it? I could script it, but
is there another way?
Any suggestions on where to look? I've read through
all of the man pages that I could find on processes.
nice, renice, setpriority...
Thank you,
-JR