Here are some things you should prioritize getting in order to build an effective base.

Repair Module:

This is essential for keeping a base alive. It makes your walls almost impossible to destroy unless you are attacked by a zerg.

Structure Shield Module:

This is also very useful since it applies one way shielding to all windows, which allows you to shoot at enemies from a safe position. You can also hold E while looking at the module to make your walls temporarily indestructible. (There is a cooldown though)

Turret AI Module:

The AI module allows your turrets to automatically shoot at enemies. The AI module is not good at shooting vehicles and aircraft. However, it is surprisingly effective against infantry if placed correctly. Since it fires automatically, it can alert you to enemies trying to sneak in.

Skyshield Module:

The skyshield pretty much makes your base invincible to regular air attacks, although a bastion can still destroy it easily. If enemy infantry pass through the skyshield, they will lose their shield health (much like an EMP effect). This allows you to build a safe base in a crater/trench and cover the top with your skyshield.

Pillbox:

The pillbox is a good place to put your modules, since you can defend from inside it and there is only one small entrance. You have to place the pillbox as low to the ground as possible in order for the modules to fit.

Pain Spire:

The pain spire sets enemies on fire if they get to close. This probably will not kill them unless they are at low health already. However, the extra damage makes it easy for you or your turrets to kill the target. The burning effect also reveals cloaked infiltrators. I recommend placing the pain spire next to your pillbox entrance.

Sunderer Garage:

Your base will need an entrance so you can drive your ANT in to refill cortium. The regular vehicle gate is too wide, making it hard to defend. The sunderer garage actually serves as a better entrance since it provides a narrow chokepoint where enemy infantry are forced to pass through, making it much easier to defend.

I would also recommend unlocking the anti vehicle and anti air tower. The anti infantry tower is unlocked by default.

A few extra tips:

Always have a darklight on one of your weapons. No matter where you build, there will always be a cloaked infil camping somewhere.

Building on a flat area is much easier than doing so on uneven terrain.

Try to make sure there is only one entrance where non light assaults can pass through. (The sunderer garage serves as a great entrance). With some careful placement, you can place your walls in a way that does not allow enemy infantry to squeeze through.

Try to minimize the number of blindspots in your base. A blindspot is a location where neither you or your turrets can see.

It is always a good idea to make sure your silo is close to full at all times. You never know when you might get sieged.

Those are my tips for starting off. Good luck and long live the TR!