Ken is invulnerable, period.
Cammy is invulnerable until she hits a solid object. If that solid object is another character, she’ll win. If that solid object is a projectile like Doom’s rocks, BH’s demons or Sentinel’s drones before she gets to the character and then said projectiles hit her, she loses. Non-solid projectiles, such as fireballs, beams, photon charges, etc, won’t stop her, she’ll sail clean through them. This is one reason photon-raining Dooms really hate Cammy, you can literally watch him go to the air, and if he doesn’t airdash up, you can call Cammy on reaction to the first frames of his photon charge animation and she’ll hit him clean.
Cyclops, Psylocke, Guile, Ryu, and probably a few other characters’ AAAs have limited invulnerability for the opening frames of their animation. After that, they have good priority but they’ll lose to anything that’s invulnerable or to projectiles.
Commando has really good priority and has a very small hit box, but if you have a wide-area assist like Doom or Tron, it’ll take him out fairly clean. Commando’s release time is also rather slow, so people with quick chars and reflexes can see him coming and stop attacking in time to block the corridor, and an airdashing Magneto will frequently get him firing off in the wrong direction. This also can happen with Cyclops, whose release time is also a little goofy at times in hitting Magnetos sailing around overhead. Cammy and Psylocke both release much faster, if you’re not already blocking when it comes out, you’re pretty much done. In this way, although Commando and Cyclops are better space controlling assists, Cammy and Psylocke are far better for making hyper-aggressive Magnetos think twice about whether or not they shouldn’t slow down a bit.
Tron’s priority is good but she’ll usually trade, just that she’ll usually win the damage trade, and the radar dish will often stop projectiles. (I’ve seen people counter Tron into HSF and she’ll come out unscathed.) Stuff like Ken’s hurricane kick, and other such things, are similar, although they’ll lose more trades.
Juggernaut punch has basically no actual priority, per se, it’s basically a matter of whether or not you can manage to blast through the super armor before you get whacked into next week.
