Correct me if I'm wrong, but the way I interpreted Sifu Terry's advice to "move as slowly as a shifting sand dune" is that it's a state we should gradually work towards rather than trying to "force" that speed from the very beginning when we're just starting out. Like you eloquently put it Miffymog, the movements can become jerky and uncoordinated as well as tense if you aren't properly conditioned enough.
In terms of what to prioritize, this is how I approach my FP training:
1. Learn the postures
2. Add the breath control sequences
3. Perform the breath control sequences and movements with eyes closed
4. Memorize the breath control sequences so you don't need to follow along with the DVD
5. Deepen your practice (for example, achieving a slower speed)
As a side note, and I'm sure others have done the same, I still find myself going back to the DVDs after stage 4 to bask in the sublime FP energy that's been imprinted on them by Sifu Terry. I also remember keeping the packaging and hand written note Sifu Terry sent along with the DVDs for a while as the energy on it was jumping out at me.