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thoughts on variable importance

There is probably some tendency for studies to be planned so that the variables thought to be most important can be evaluated as fixed effects, as I did.
For analysis of a small field environmental field study, I eyeballed the BLUPs for a few nuisance variables, and noted that they did not suggest effects as large as for those variables that interested us most.   Thoughts?
My apology if a methodology question is not favored here.   I did not think it was a question about introductory mixed models.
Regards,
David

David Farrar, Ph.D., Biostatistician
USEPA ORD NCEA BRAB Cincinnati, OH