Relativistic effects become relevant when $v\sim c$.
Quantum effects become relevant when $|\vec{p}|\sim\hbar c$.
But when do gravitational effects become relevant? It cannot be when the typical size of the system is about the size of the Schwarzschild radius $\left(d\sim\frac{GM}{c^2}\right)$—here, we'd be already in the strong field regime—, because gravity is obviously relevant in our solar system, where the Schwarzschild radius of the Sun is about 2 km, but the typical size is of millions of kilometers.
Any ideas for a useful threshold?