Is it possible to set niceness value of a program in advance?

I want my games and certain programs (such as WINE) to be automatically given a higher priority then everything else, and while I'm at it I probably want to adjust the niceness value of a few other things like my window manager to be given a higher priority as well. So is there any way to give a niceness level to a program before starting it? So, for example, I want the Steam program to always be run at niceness level -20 to give it priority over everything else. I don't want to have to run it in the command line like this "nice -n -20 steam" every time. A script could work well enough I suppose for those programs, but that doesn't solve it for things like services. For example, I might want to change the nice value of my window manager, which is started by my display manager, which is started by a service.