Try this, remove all the other code and replace with:
Option Compare Text 'A=a, B=b, ... Z=z
Option Explicit
Sub Worksheet_Change(ByVal Target As Range)
Dim Cell As Range
Application.EnableEvents = False
On Error GoTo ErrorExit
For Each Cell In Target
Select Case Cell.Value
Case vbNullString
Cell.Interior.ColorIndex = xlNone
Cell.Font.Bold = False
Case "URGENT"
Cell.Interior.ColorIndex = 3
Cell.Font.Bold = True
Case "Incoming"
Cell.Interior.ColorIndex = 17
Cell.Font.Bold = False
Case "To Do"
Cell.Interior.ColorIndex = 6
Cell.Font.Bold = True
Case "Outgoing"
Cell.Interior.ColorIndex = 46
Cell.Font.Bold = False
Case "Completed"
Cell.EntireRow.Copy
Worksheets("Completed").Range("A" & Rows.Count).End(xlUp).Offset(1, 0).PasteSpecial Paste:=xlPasteValuesAndNumberFormats
Cell.EntireRow.Delete
Case Else
Cell.Interior.ColorIndex = xlNone
Cell.Font.Bold = False
End Select
Next
ErrorExit:
Application.EnableEvents = True
End Sub
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