I would say the difference between most of them is a level of magnatude. Particularly between Important, Imperative, and Crucial.
Example:
In working out your budget with your pay from work, it is Important to put some money aside for a savings funds, but it is crucial to pay for your rent first.
To me, this would mean that while saving money is important, but paying for somewhere to live has the priority, it is *more* important.