Prior made 135 league appearances in his first spell with Southend. His solid performances in the centre of the Shrimpers defence attracted the attention of other clubs and in the summer of 1993 both Norwich and Wolverhampton Wanderers made moves to sign him. He opted for Norwich because they had qualified to play in Europe for the 1993–94 season and they paid Southend a fee of £300,000 for his services. In his first season at Carrow Road he played in the historic 2–1 win at Bayern Munich and the 1–0 defeat at Inter Milan that saw City eliminated from the UEFA Cup. During his first two seasons with Norwich, Prior found it difficult to establish himself as a first team regular. After the club had been relegated from the Premiership in 1995, however, Prior became a regular selection under the management firstly of Martin O'Neill and then Gary Megson. It was a difficult season for Norwich which was played out against weekly demonstrations at chairman Robert Chase. Prior ended the season by being voted Norwich City player of the year. In August 1996, Leicester paid £600,000 for him. He had played 89 games for Norwich. In his first season at Leicester, Prior got a League Cup winner's medal as the Foxes beat Middlesbrough in a replayed final. Prior moved to Derby in 1998 but did not settle there, though did manage to score the winner in a game against Sheffield Wednesday. A number of clubs showed an interest in him before Manchester City signed him shortly before the transfer deadline in the 1999–00 season. City had signed him to replace the injured Andy Morrison as they had only been able to field two central defenders for most of the season. His impact on the team was immediate, his goals earning City numerous victories and ultimately promotion. As City arrived in the Premiership Prior found his first team opportunities limited as the then City manager, Joe Royle, bought Steve Howey, Richard Dunne and Paul Ritchie, while Andy Morrison also returned from his lengthy injury. Thus, Prior moved to Cardiff City for a £700,000 fee. His three-year stint at Ninian Park was a difficult one and he failed to win over the City supporters. Indeed, even before he stepped onto the pitch as a substitute in one game, he was met with a chorus of boos from the Cardiff fans. During his time he consistently complained about the abuse he received from fans. In September 2006, reflecting on his time at the club, he suggested he was targeted by the boo boys because he was English despite the fact he was playing with other English players who were considered fan favourites, prompting fury from many Bluebirds supporters. Prior was released by Cardiff and returned to the club where he began his career, Southend United, in July 2004. In his first two seasons back at Roots Hall, the team won consecutive promotions.
Coaching
After retiring from football, Prior moved to Australia and became a football analyst for Fox Sports Australia. He also coached a number of teams at Sydney Grammar School, and was the head coach at Mosman Football Club in 2007 and 2008, leading a significant improvement in its coaching capabilities. In December 2008, A-League club Newcastle Jets announced they had signed the 37-year-old Prior for the remainder of the 2008–2009 season. 1 January 2011 confirmed as assistant head coach of the Matildas, assistant to Tom Sermanni. In 2016, he signed a two-year contract with the Thailand women's national team and was hailed for bringing through major changes in the team's tactical awareness and competitiveness. In July 2019, he joined Thai League 1 club Port F.C. as Technical Director. After Prior's arrival, Port won five of their next six matches and won the 2019 Thai FA Cup, defeating Ratchaburi Mitr Phol 1–0 in the final.