Hi Charles.
The preferred rooms at the All-Star Resorts are those that are the closest to the bus stop, the food court/main building, and main pool. They do cost extra money; as of summer 2008, the cost is approximately $12 to $20 more a night depending on the season.
The buildings are in the Surfs Up section of the resort, specifically buildings 1 and 6.
I think most guests prefer them for the convenience of being located close to the the pool, food court, and bus stop. At the end of the day, having a short walk from the bus stop can often be worth the extra money.
However, if you are traveling with a car, that may not be so important to you since you could actually get a room farther away but you could still park close to your room. Also, some guests prefer those farther away rooms because they are quieter.
If you'd like a preferred room, you simply need to include that in your reservation.