You can always create a smart list that shows high priority items from your list. Then, when you create the task it will take on the attributes of your search.

I.E. "priority:1 and list:Inbox"

I know lots of other users have asked for something similar (myself included). It can be frustrating that a task disappears from view before you get a chance to enter the necessary info.

The above advice is right on. For something a little simpler, when you first enter the task, and it has no priority but is still the selected, or active, task, just press 1, and that priority will be assigned, bringing the task up to the top.

we.kanes: It's already been solved.
Stop your new tasks from disappearing from your smart lists as you add them: http://www.rememberthemilk.com/forums/tips/3700/

Correction: it hasn't been "solved", we users have adapted and created a work-around. There is a big difference.

New users shouldn't have to scour the forums for work-arounds to issues that shouldn't be. It is not intuitive to have your new task disappear before you even get a chance to make the necessary edits.

At the very least your new task should be "followed" allowing you to enter data, or better yet a pop-up should be displayed saying, effectively, "Your new task doesn't fit the criteria of this smart list, please fill in the rest of your information to create the task."

Well, you are right, it's one of several work-arounds created by users in order to improve some weaknesses in RTM.
I agree, your pop-up idea would be one way, or having the new task selected until all meta info is added and the task is de-selected (then it might disappear from view if it doesn't meet the smart list criteria).