I've got both a free & a paid group and respond to my paid members faster than the free.
It's not a massive deal but I find it a little annoying to look over 20-40+ DMs a day to find any paid guys that have DMed me first, which is why it'd be awesome to have something like tags/pinning implemented into DMs.
If we had an option to tag/pin people so their DMs automatically float to the top over everybody that wasn't tagged/pinned that'd be great - also useful for when I'm speaking with friends or mentors that I'd prefer to respond to speedily.
Only way this could be a bad thing is if the pinned messages stayed at the top even after reading/replying - they'd need to fall back down after reading/replying.
Cheers!