As you said, you will find a ton of reasons for going with one type of order, rather than the other. As you gain time, experience and skill with different exchanges and investment vehicles, it becomes easier and easier to decide which one to use. As you said, I prefer a Limit order due to the advantages. But I've also been known to use a market order when a) I really want filled, and b) the bid-ask spread is extremely tight and has been thus all day.
