1) League Cup final at Wembley - I don`t particularly care what happens when we get there (relatively reasonable probability of us losing to Liverpool/Chelsea), but we have a young side still growing into their roles under Poch, and I'd like them to get a taste of playing at Wembley and contesting for trophies, whatever the result. It will hopefully allow us to begin acquiring a real winning mentality (trophy/competition wise) going forward. So, this for me, is absolutely vital atm: we simply have to get through to the final, and that means winning against a brutishly difficult Blades side.
2) Bedding in under Poch - next most important. Come what may, I won't judge Poch until next season's underway: it is thus important that he uses the goodwill engineered by the Chelsea win/LC run to implement his ideas more fully and build a squad more suited to his preferences. Results are secondary: I really only want to see evidence that we're picking up Poch's ideas and improving over time.
3) EL - Chance to get into the CL via an unconventional method, and we've got a couple of fun-looking ties against Fiorentina. We should experiment and try to play our way towards the final stages without putting in any amount of effort that would unacceptably harm our chances elsewhere: I.e, we should just take it as it comes and see where that gets us. Fairly low priority, but not a throwaway by any means.
4) FA Cup - We're in an awful lot of competitions atm, and will inevitably pick up injuries and fatigued players as the season wears on. Ergo, I just feel this is one competition too many this year (note: this year only).