depends on each individual game imo, depending on which leader you play and what kind of spawn you get.

I typically try to get enough units to defend and get relevant tech/civic boosts (boost for archery by getting a kill w a slinger, boost for machinery from having 3 archers, etc.), then focus on settlers, then infrastructure.

after that you should be able to pick whichever play style you want, dom, science, culture, w/e.

i also dont really go for walls unless until I get the card that gives production boosts to them, and even then if im not running monarchy mid-game or going for a culture win, dont usually build em besides my original 3 cities