In provinces that I am devoting to military building I will usually focus on two areas: Light Cav -> heavy infantry. They are the two heaviest hitters in the dice rolls, barring heavy cav and Horse Archers. The latter you can never get in high numbers unless you hold a Holy Order title, or are the Mongols. Only once I have both of those building lines up to 2 will I focus on my culture specific buildings or my light infantry/archers, depending on where I started.
One of the first things I always do, however, is establish castle towns to level 1 or 2 in each of my personal castles. The way I see it, the higher my income, the more mercs I can hire, and for longer. Only once I get a good economy do I build up my military. Unless I am in Iberia, in which case all bets are off and it's military from day one!
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