Puedes usar ese ejemplo de MAX, solo necesitabas "fingir". Consulte aquí:http://sqlfiddle.com/#!2/58688/5
SELECT *
FROM test
JOIN (SELECT 'west' AS direction, 4 AS weight
UNION
SELECT 'north',3
UNION
SELECT 'south',2
UNION
SELECT 'east',1) AS priority
ON priority.direction = test.direction
JOIN (
SELECT route, MAX(weight) AS weight
FROM test
JOIN (SELECT 'west' AS direction, 4 AS weight
UNION
SELECT 'north',3
UNION
SELECT 'south',2
UNION
SELECT 'east',1) AS priority
ON priority.direction = test.direction
GROUP BY route
) AS t1
ON t1.route = test.route
AND t1.weight = priority.weight