Basically, if you add a transaction fee, mining pools will favour your transaction for inclusion. However lots of mining pools will include your transaction without a fee. There is a graph of the length of time for approval: http://bitcoinstats.org or http://blockchain.info/charts/avg-confirmation-time.
Transactions that are particularly complicated (to/from lots of addresses) can sometimes "expire" because they take longer than two days to get confirmed. It's sometimes just unlucky.