TA generally has less production per building (and marginally less per colony), so it's advisable to build one or two low-level buildings in TA simpy to get things jump started.
But aside from that, Industrial Sectors, due to cost, are the only thing to really avoid. After putting down your first factory-or two in TA-there's not a whole lot of difference in build times between going straight to Manufacturing Centers and spamming it with low levels first.
With regards to research buildings it's better to keep them to Invention Matrix at maximum, unless you have at least 3-4x the industry of an initial colony in place (or, alternatively, if you're focusing social from research, it's probably best to cover the planet with first- or second-level labs prior to installing the latest generation). Be advised that your focus efficiency in TA is 20% as opposed to DA's 25%.
Building lower levels first can save you some time, but by and large it doesn't save you money; it's actually consistently more expensive in the long run. I seem to remember something about getting the first building's cost put towards the second one, actually, but it's been a very long time since I messed around with that, and doing multiple upgrades doesn't get you the full benefit; it'll cost you even more money.