User script to add browser support for setImmediate() API. Try on IE10 demo: http://ie.microsoft.com/testdrive/Performance/setImmediateSorting/Default.html

set-immediate.user.js

// ==UserScript==
// @name           Support for setImmediate() API
// @description    Adapted from David Baron's setZeroTimeout() as suggested by Jeff Walden <http://dbaron.org/log/20100309-faster-timeouts>. Try on <http://ie.microsoft.com/testdrive/Performance/setImmediateSorting/Default.html>
// @author         Weston Ruter (@westonruter) at X-Team <http://x-team.com/>
// @namespace      http://weston.ruter.net/
// @include        *
// ==/UserScript==

(function(window){
    // Abort if we already have an implementation
    if(
        window.setImmediate       ||
        window.WebkitSetImmediate ||
        window.MozSetImmediate    ||
        window.OSetImmediate      ||
        window.msSetImmediate
    ){
        return;
    }
    
    /**
     * In user scripts, we can't add new methods to window due to the security
     * sandbox (this can be skirted via Greasemonkey's unsafeWindow, but this is
     * not available in Chrome). So we create a function expression which gets
     * injected into the DOM as an Immediately-Invoked Function Expression (IIFE)
     * inside of an inline script.
     */
    var injectedSetImmediateCode = function(window){
        /**
         * Begin code from David Baron's setZeroTimeout(): http://dbaron.org/log/20100309-faster-timeouts
         */
        // Like setTimeout, but only takes a function argument.  There's
        // no time argument (always zero) and no arguments (you have to
        // use a closure).
        function setZeroTimeout(fn) {
            timeouts.push(fn);
            window.postMessage(messageName, "*");
        }
        var timeouts = [];
        var messageName = "set-immediate-message"; // was "zero-timeout-message"
    
        function handleMessage(event) {
            if (event.source == window && event.data == messageName) {
                event.stopPropagation();
                if (timeouts.length > 0) {
                    var fn = timeouts.shift();
                    fn();
                }
            }
        }
        
        window.addEventListener("message", handleMessage, true);
        
        /**
         * Now use setZeroTimeout as setImmediate, using all vendor-prefixed names
         */
        window.WebkitSetImmediate = setZeroTimeout;
        window.MozSetImmediate = setZeroTimeout;
        window.OSetImmediate = setZeroTimeout;
        window.msSetImmediate = setZeroTimeout;
    }
    
    /**
     * Now inject the Immediately-Invoked Function Expression (IIFE) into the page
     * Again, we can't just assign it to the window object due to the user script
     * security sandbox.
     */
    var script = document.createElement('script');
    script.text = '(' + injectedSetImmediateCode.toString() + ')(window);';
    document.documentElement.insertBefore(script, document.documentElement.firstChild);
    script.parentNode.removeChild(script); //cleanup
})(window);

Also check out my full implimentation of setImmediate (with clearImmediate) at https://github.com/NobleJS/setImmediate
I was thinking about overriding the knows vendor specific prefixed versions. I'm glad to see that you have done so. Good job!
Donavon