You can now use both `,' and `C-c ,' in agenda to set the priority. You can also use `C-u ,' and `C-u C-c ,' to see the see the priority. Note that the priority displayed is a number, not the priority cookie. Also this number for the same headline will differ in agendas and in Org buffers, as the priority is dynamically computed in agenda.
There is also a new speedy command "," to set the priority when point is at the beginning of a headline. Thanks, -- Bastien