Usually anything with a gold mine gets a big fat target slapped onto it as I'm expanding. I've even started wars over them, since they're such a boost.

Warhorses are the second most important for me, with ninja and religious centers tied for third. Warhorses are absolutely required if I want to field Yari Cavalry, which are usually a big part of my armies. I love their speed and their strike force potential, 3-4 of them in a stack and I can do some real damage. The bonuses to Monks and Ninja are great, but not required in any stretch of the imagination.