Reply: Well, I think we can help you out! Let's take a look!
Fortunately, we're in luck against the Nids as our guns are typically AP 2/3, so we'll be ignoring their big guy's armor. This target priority is going to be pretty much universal no matter what army list you're playing, but is subject to change in game depending on your situation. So use your best judgement.
1) The first thing you should always try to shoot is Tervigons. They are difficult to get in cover due to the Monstrous Creature rules, but are extremely nasty if left alive. As one of the few legitimate Synapse creatures in Nid lists, they need to die early to disrupt Synapse. Not only that, they spawn free troops and give out Feel No Pain like candy. This is bad news bears.
2) Okay, this isn't entirely true. If your opponent has a Venomthrope, they need to die to shooting first. They give automatic 5+ cover saves to any Nid within 6", so this is how they'll protect their Monstrous Creatures. Thus, they need to die if taken in a list.
3) Now any other Monstrous Creature needs to die. Primarily Tyrannofexes, Trygons, and/or Harpies. If your opponent has a Hive Tyrant, but has other Monstrous Creatures on the board, ignore the Hive Tyrant. You'll just have to play damage control with it with sacrificial units. You don't have enough guns to kill that many MCs. If only Tervigons and Hive Tyrants are there, then simply shoot the Tyrant as normal.
4) Shoot and kill anything that can kill your vehicles that wasn't covered above. This means Zoanthropes, Hive Guard, and Genestealers. You can normally just hid in your transports against the Nids and their isn't much they can do, but if they can kill the vehicles, you're in trouble. So these elements either need to be killed, or neutralized/tied up in some fashion. Obviously charging Genestealers is a bad idea, so shoot them. Likewise, Hive Guard aren't all that great in CC, so you can deal with them in that phase if needed.
5) Any other synapse creature still alive and camping near crucial enemy objectives need to die. Until they go away, you're not going to be able to use tank shocking against them.
6) Shoot and kill any other CC dangerous units. The only one really remaining that I've not already listed is Raveners. But they can REALLY hurt you bad if you let them, so don't let them. Pro tip: Str 8+ weapons are not their friend.
7) Kill their troops so you can claim objectives. Tank shocking them off objectives is also a great option if you killed the Synapse creatures. Just don't under-estimate the power of Termagaunts in close combat, especially if they have adrenal glands and toxin sacs.
So using this guideline, in a hypothetical game, against a basic 2000 point Nid list. Its probably not uber competitive, but it uses the basic "core" units that make Nids decent. Remember, the game situation determines target priority most times (which you learn based on experience), but I can give you a basic outline of what to do.
2x Tyranid Primes (HQ)
3x 2-man Hive Guard (Elite)
2x Tervigon (Troops)
2x Termagaunts (Troops)
2x Genestealers (Troops)
2x Raveners (Fast Attack)
2x Tyrannofexes (Heavy Support)
So against this list, you'd shoot the Tervigons first. This should take you 1-2 turns to take them down. After that, you move on to the Tyrannofexes. They are both MCs and reliable AT against our army, so they need to die ASAP. This will be more difficult, as they will likely have cover. If your deployment marginalizes the firepower of the Rupture Cannon, you can get around shooting them if you need to. Hive Guard come next if you have shots on them. If you don't, try to set up charges against them. This might not be available, as most Nid players stagger their lines so you'll have to get through Termagaunts first. Genestealers would also be a valid target here.
Next, because the Tyranid Primes give Synapse and are CC units, they need to go. If they are running around by themselves, they make easy targets. If they are attached to a unit, ignore them. If this is the case, shoot the Raveners. After this, its basically clean up. If you killed the Synapse, you can now try to tank shot stuff around the board (if it doesn't have very good AT abilities!!!). But the most important thing is to remember to stay in your transports as long as possible. Close combat units are the exception to this, but they absolutely need to be actually KILLING something, else they should be in their vehicles for protection. Tyranids win by overwhelming you. They can't do that if they can't get to you because they can't hurt your Rhino/Razorback/Land Raider!
Hope this helps! :)