I recently finished reading Blink by Malcolm Gladwell. In addition to being a fascinating book in general, much of the book was directly applicable to table top wargaming. Several times in the course of reading the book I said, "wow, that is a good lesson for 40k," and I put a note tab on the page. I highly recommend to any of you to check this book out, because like I said, it's a great read for anybody, but especially useful for wargamers.
For now, I'd like to start with some of Gladwell's general conclusions and down the road go into specific examples.
The thesis of this book is that our subconscious mind is far, far better at making complicated decisions than our conscious minds. The more complicated the decision, with the more variables factoring in, the better our subconscious is than our conscious is at making the correct decision. He cites numerous studies and curious anecdotes to support his thesis, and the end result is very convincing.
For example, in a study where people were given the specifications of 12 hypothetical used cars, and then given 5 minutes to review the information, only 20% of people made the correct choice. When given only 30 seconds to make a snap decision on which car to buy, around 60% of the study picked the correct car. In a scenario with 12 distinct cars, each with variable laundry lists of specifications, your conscious brain simply cannot efficiently process all the different variables and weigh the different options comparatively. Once the variables reach a certain level of complexity or quantity, it's simply asking too much to expect to use rational thought processes to reach an accurate decision: when faced with overwhelming amounts of options the chances become exponentially higher that one will slip through the cracks, or be miscalculated. Generally speaking, our subconscious brains are far better at doing such background calculations in a split second and we are much more likely to arrive at the proper decision.
The corollary to this, is how experience plays a factor in cultivating this ability. Gladwell uses the example of ancient art experts who, using a split second judgement, identified a supposed ancient statue as a fraud but were unable to explain why. It just "felt" wrong to them. They didn't need lab results or complicated paper trails of ownership, they just needed to rely on their gut instinct as developed by years of expertise in their field. The important lesson is that your "gut instinct" can be honed and improved with practice. Speaking personally, when I play 40k, my decisions for target priority are usually done by instinct. Only very rarely will I spend significant amounts of time pondering target priority on a turn by turn basis. I have enough years of experience to have a general idea of threats and what needs to be done. I'm not always 100% right, but I don't spend 20 minutes a turn agonizing over whether or not to shoot a missile or an auto-cannon at a particular target.
So if you take anything away from this, learn to trust your gut when you play. And the more you play, the better your gut becomes at being trustworthy.