I use cfmail to send email to me from my website. The code is basic cfmail function <cfmail from="my@domain.com" to="....">. I did the work. I can receive my mail, but it usually take 15mins or longer. I see some website after fill up the form and automatically send the email to me.

it's just the mail queueing, but send an email to support@hostmysite.com asking them to check the status of CFMAIL on your servers queue.

Can we change the position of the email queue? Can i make all my email first on their list?

ROFL!!! I'll bet they'll do what they can to honor your request

If possible, it might have been considered, but unfortunately CFMail queues indescriminatly.

We'll if it's an absolute must, you could attempt to use another smtp server that you can log into. CFMAIL has a username/password attribute, and you can specify the SMTP server to send by as well.

You can also specify mail headers with CFMAILPARM, but I don't know if there are any header values that would expedite an email over another.

No, headers are more-or-less irrelevant when it comes to the queuing process. Some servers group messages according to destination host, i.e. if you have 100 messages to Yahoo! in queue and another 200 odd messages going to other hosts, the Yahoo! messages would go first since only one domain lookup has to take place for the entire send. That's assuming the mailserver is configured in that manner though.

At any rate, headers won't affect the speed of the send, and also specifying an alternate mailserver may not help either because you still have to contend with the queue of messages on the actual CF webserver.