If you need money I'd go for ports followed by mines (I usually stay away from mining centers because they take so long to build). If you don't need money I find the best things to build first are the health buildings like the sewers and the doctor. Those each provide a 1% population growth boost and a 10% public order bonus. I try to get the population growth buildings in first in the most efficient order (lowest build time and greatest effect - incidentally, a type 4 government is the most efficient building in this regard), only building public order buildings if I really need them. I tend to end up with really huge cities and a slight public order problem on the outskirts of my empire, but such settlements can earn you quite a lot of money and produce plenty of troops without really shrinking, so I think it's worth it.
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