For my opening planet, I build two Xeno Labs frst (buy them), then three-4 factories (depending on space and bonuses, if there are production bonuses, less), then two entertainment things (by late game I'm taxing at 80%, so I start early), market, tehn what ever.
I like the research early since they can really help out the initial techs, and since I research 'research labs" first, by the time my home world builds up, they are ready to upgrade.
For a new planet, I usually will build three to four factories minimum first, then a star base, so I can beign ship production quickly.