I have a sitemap - http://www.teamworksdesign.com/page-sitemap.xml
Why are some of the links within the sitemap greyed out? Also is it worth changing the priority of some of the pages to achieve better seo results?
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Grey links are how it styles visited ones.
Priority is mostly for indexing purposes (as is rest of sitemap), I highly doubt is has any impact on search engine ranking.
I believe you're supposed to use higher priority the more frequently a page is updated. And we know that search engines like pages that update their content regularly. So using a high priority tells the engines to come and check more often. And if they do and find the content updated as frequently as you're saying it will be then I feel that this will help your SEO and ranking efforts. How much I'm not sure though.
Gray links in your sitemap are not something for concern. They simply identify the URLs that your browser has recently visited. As this is browser specific, you may or may not see different gray URLs depending on the browser and computer you are using to view your sitemap. Details Here