I usually go for agriculture first. The real point tough is never build structure unless you run out of specialised squares. It is really worth to build tube links all over your planet only to get to the last square(s).
When it is done, then you must decide what the planet primary goal is. In the early game you should concentrate on having a lot of research planets so you can get the best tech ASAP, but don't forget to have a "building" planet or two to build ships.
When you got safe control of your first few planetary systems, then it's your call. Whatever floats your boat as they say...
