When I trade listed stocks, I often put limit orders in and let them sit there for minutes or even hours. I never do that with four letter stocks. If my order is not executed within a few seconds, I usually cancel it.
I think price improvements are great! I get them on a daily bases, so it's like extra money in your pocket! Why complain about it?
I think you have "Price improvement" confused with the new scam the NYSE calls the "Liquidity quote". Now that the openbook is public they need something else to help them rob people. It's only available on 28 stocks and I seriously doubt the rest we be available anytime soon. Unfair, yes, can you do anything about it, probably not if you want to trade NYSE listed. The NASDAQ is a crapsh@@t, wish you all the luck there. Stay in thick stocks and use ecn's