Generally I usually focus on Ion/Impulse right off the bat, for faster initial expansion, then Xeno Comm/Universal Translator so I can talk to the aliens. Depending on how close the neighbors are, I'll either then go for a quick weapons technology (in order to build ships to keep the aliens non-hostile), or the first round of planetary improvements.
After that, I tend to play it by ear. If there's convenient targets (i.e. minor races) nearby, I'll make planetary invasion a high priority (even though it's quite expensive early). Otherwise I'll leave it for much later.
Also, I'll disagree on the "Buy a few colony ships" everyone seems to be fond of. I'd rather rush buy factories - with spending turned up to 100% and the sliders turned up to 100% military, it's not hard to get to a situation where you're spitting out a colony ship every other turn. And after the colony rush is done, you're set up to build constructors and military ships.