this webpage, determining how many delegates will go to the national convention is based on an interesting combination of the number of Republicans elected to the State Legislatures, Governors chairs, U.S. House seats, and U.S. Senators seats through 31 December 2011. Unpledged delegate counts are determined by state (or equivalent) party rules.
The states colored in red on this map hold primaries in January. The state of Iowa with 38 delegates (out of 2,284 nationally) holds a caucus on January third. The New Hampshire primary (with a whopping 12 delegates) is seven days later. Eleven days after that the stakes are so much higher when 25 delegates are in play when South Carolina holds a primary. Ten days later, 50 delegates are at stake when Florida holds a primary.
These states declare themselves important simply because they are first. Some of us don't think they should not have any influence and will not be swayed by their biases.