The only thing I know of that you can do is SET DEADLOCK_PRIORITY. This only controls which spids would get killed if a deadlock occurs (you're basically designating this SP to be killed, instead of letting SQL Server decide, and there are even a few caveats on top of that). I don't think that you can actually give a particular spid more of a resource priority like you can with Windows processes.
Check out deadlock_priority in books online.