I know I am being a bit paranoid! But, I have heard stories of passengers who had bought Priceline tickets and who missed the connecting flight due to a delay / the flight was cancelled, the airlines would not help them and were asked to deal with priceline themselves. And Priceline would ask them to deal with the airlines! I have a retail ticket. So, hopefully it should not be a problem (although, I hope none of my flights are delayed/cancelled)!!