You almost never want to place a market order. Just don't do it. These are for day traders that are watching very specific price action and momentum and they are willing to pay anything to get in or out of the trade at that particular time.
That's not the case for options traders or swing traders in general. In general we're after the best price we can get today.
Getting the best price can make or break your trade
In the investment world, we say the profit is made on the opening of the investment. That means if you buy a house, for example and you pay too much for it, then you'll have a hard time selling it. Negotiate on the open (whether you're buying or selling), that's where and when the future profit is actually made. Negotiate hard and you create room for profit later when you close.
The same thing is true in options. If you sell an option for a bad price, it will eat into your profit at best, and at worst it will completely destroy not only your one trade but your whole trading system.
How do I find the best price?
The best price is discovered by following a pricing strategy. You will find the mark price, the mid price between the bid and ask. From there, if you're selling, you will choose a starting price higher than the mark. If you're buying, choose a starting price lower than the mark. Enter your order and see if you get filled. Wait a few minutes and look at the price action on level 2 if you have it. Depending on which way the price is going, you may wait for a bit. If you feel the need then you cancel and replace or modify the order to increment the price toward the mark. Keep doing that until filled.
Stop at the mark. This is the midpoint and is considered the "fair" price. If you're going to get aggressive and sell closer to the bid or buy closer to the ask, be very careful and check the theo price of the option. Only go past the theoretical price if you're really super confident in the trade. This is where people tend to get bad entry prices.
Be patient. Option prices bounce all over the place, especially when there is a lot of volume in the underlying stock. If you can wait a few minutes, you may get filled and if you can get filled at 1-5% advantage, then you just increased your potential profit margin and helped get the probabilities on your side.
Scale Into and Out of Your Position
It is tremendously helpful if you can scale into and out of multiple option contracts. This way you can seek out the best possible average price for your position as a whole. For example, I might sell 5 covered call options on AT&T. In that case, I don't sell them all at one time. I will sell them one at a time and at most two in a single day. This way, I'm spreading out the orders and can achieve a price that is closer to the average price over a few days or a week or even longer. This helps achieve the best overall price and also helps prevent the position as a whole from being crushed by a sudden move in the market or the stock.