This answer is open to anyone, my question is: when you want to place a long a MtGox do you (a) just press 'buy' at the default price in the text box, or (b) adjust the price down a little.
It is up to you to decide. If you cover the sell you will get your coins instantly, but you will pay more. If you adjust the price down you will pay less, but it will take more time to fill. There is also a chance that the market moves up letting your order stuck down there for a long time.