I always play campaigns on vh/vh and I think the way to success is to build economy and grow settlements as quickly as possible so you can support good military units before the neighbors. So for most games I do

Communal Farming
Grain exchange
Port
(Roads when combat starts and I need to resupply)

The only time I build churches very early is when there is religious unrest, for example when playing Russian and conquering muslim or catholic settlements.