Faster players can actually profit off you both when using a market order or when using a limit order. Interestingly, for small retail trades in liquid stocks, using a market order can be better as the internalizer software classes you as "dumb retail", giving you the best fill (as they need to make their 605 reports look good).

An excellent explainer can be found at http://www.nanex.net/aqck2/What-Every-Retail-Investor-Needs-...