Unfortunately, there is no such feature as file priority. Sorry.
Your solution is the correct one.
If you have more .SFV files to be uploaded, you can use FileSet class to easily select them:
var sfvFiles = new FileSet("c:/data");
sfvFiles.Include("*.sfv", TraversalMode.MatchFilesDeep);
// upload all .SFV files first
client.Upload(sfvFiles, "/data");
var otherFiles = new FileSet("c:/data");
otherFiles.Include("*");
otherFiles.Exclude("*.sfv", TraversalMode.MatchFilesDeep);
// upload other files
client.Upload(otherFiles, "/data");