Using hub-dynamo for both lights and charging, with priority on lighting I currently have a Supernova E3 Pro powered by a Shimano hub generator, and I would like to add the ability to charge USB-powered gadgets. My main concern, however, is that simply wiring up a charger in parallel to the lights would result in dimmer lighting at slower speeds (I already notice a decrease in brightness going up a steep hill when I'm tired).

Is there any way to wire things up so that the lights get priority, and charging only occurs when there is excess power available? Perhaps by using some circuit that would only provide power to the charger when the dynamo voltage exceeds a certain point?
I suspect you will find that most of the chargers that run off hub dynamos take this into account. For example, http://www.thinkbiologic.com/products/reecharge-power-pack in the (pdf) manual say:


  The ReeCharge is charging when the green light on the side of the
  ReeCharge is lit. NOTE: The green light is only on when the wheel
  rotates fast enough to provide the ReeCharge with a current for
  charging.


In your position I would buy one of the charging setups and see how it works in practice. If there's a problem, you will need to add a voltage sensing switch. Either way, you need to buy the charger so there's no harm buying it.

A voltage sensing switch is easy enough to make, either using a zener diode or just a voltage divider into the gate of a transistor. http://www.instructables.com/id/Voltage-Controlled-Switch-1/ is one example (but without a bigger transistor on the output that will not handle the current your charger uses). I would go with the simpler approach of buying a power transistor that can handle the 500mA your dynamo puts out, the 15V or so maximum it's likely to put out. Use a variable resistor to work out what voltage divider ratio I need to make it work, then substitute a pair of resistors in the final version. That's 3 components and it should be easy enough to put them in heat-shrink or epoxy to make them weatherproof. You'll probably pay as much for the connectors as the components :)