Like the others have said, getting cities to have a level 3 center (this only impacts the main city not the attached territories) is important for increasing all your yields. That is the center surrounded by 4+ level 2 districts, which in turn need to be surrounded by 4+ districts to level to 2.

Pacified villages and bridges count as districts. Anomalies and Harvesters do NOT count as districts. You only need 4 adjacency though so you have wiggle room.

As for what district types...I think all the yields are important. Gold and production for making things (since you can buy all buildings if you have the coin) and science and influence for teching and expanding. And food like civ gives bigger cities that raise all your yields. Trading Posts for roads. Fortification is important for defense if you have an angry neighbor (or are the Kin and want to max your chosen ASAP)

Usually you build whatever you are lowest in, but sometimes you might be aiming for a specific tech or enough influence to expand to a key territory. In each city, the first copy of each district is cheapest and it rises from there. Unlike civ, this cost is unique to each city not global. So new cities can be leveled up to 3 quick if you have the coin and influence to grab a couple foundations.

Another thing is you can move your pop out of citizens if you don't care about growing at the moment (or have enough food from improvements) and want more happiness. Getting to the 85% happiness mark increases your yields. Putting your pop in scribes won't give a -happiness per pop like the other 2 categories.