I don't have a hard and fast rule like "First trade route always internal" or anything like that because it always depends on how I feel like playing in that game. Tall = internal, wide or warmongering = external, although obviously if you only have one neighbor and you're at war, then you kinda have to go internal. I will say though that generally, I prioritize internal more. If I'm going tall, you build up a huge capital, and other civs will want to send
their trade routes to
you and you'll get free beakers that way. Even if I'm going wide, I'll still have some internal to accelerate those new cities. As CraigMak said, early growth means more science long term.
Scott, I have to say, you and I seem to have completely opposite playstyles.
1. I don't usually have the happiness yet at 2 pop to found a new city. I actually rarely build my first settler, because the early growth in the capital is so vital. If I open Tradition, I'll buy my first settler (ideally I'll never build a settler and just buy all 3); if I go Liberty, my first settler is the free one, and then subsequent settlers are a lot faster so they don't stunt my growth so much.
2. I almost never build Pyramids unless it's like the Medieval Era and no one else has built it yet because I was the only one who took Liberty. Sometimes I get inundated with workers from conquest, and they wind up improving tiles I don't need yet just because there's nothing else to do. By the Modern Era I'm disbanding most of my workers because I have too many. Adding to their efficiency seems like a minor benefit. The early Great Engineer Points are maybe the biggest deal to me.
3. I know it's boring but I like the tried-and-true NC/universities tech path. Pisa is great but I can live without it, and even moreso Globe Theater.
4. Ironworks is low priority for me. If I have 4 cities, Ironworks costs 245 hammers, so it takes 31 turns of +8
just to get those hammers back. There's usually something else I need in those 40-some turns (31 + the 10 or more it took to build the Ironworks).