Dwarf Fortress updates come in two flavours: those that impress non-players with changes to world generation or patch notes about spitting dwarves, and those that impressive experienced players by changing some small UI or control thing in a small but significant way. Version 0.40.20 is the latter, because it allows you to set job priorities and it makes it so dwarves will regularly change activity in order to complete whatever is most important.
Doesn't sound like much, does it? But it is. I've lost fortresses before because there's been something disastrous happening at the entrance of my fortress, but none of my dwarves will complete my command to pull a life-saving lever because they're too busy carrying rocks. That should be a problem of the past, as the update let's you:
(*) New job selection process where dwarves choose important tasks with more regularity
(*) Very important jobs can remove dwarves from less important jobs
(*) Ability to prioritize a job so that it gets done immediately
Plus a few more priority-related changes specific to mining, as explained in the update's forum post. There's a download link for the update there, too.