no one knows about this time...all the search engines index the sites as soon as they found links pointing to your site...if you want to get your site indexed quickly then bookmark it on digg
Yahoo and MSN are way slower then google. they need huge amount of back links from pages which are indexed in them. You will see better results after a month or 2 probably.
Yes it is due to digg, i got indexed in google quickly but not in yahoo and msn even after one week.. I have submitted sitemap too and verified my website at yahoo and msn.
I think there is no relation between indexing and competitiveness of keywords but sure content is good point to concern.