It depends on alot of things...
If I'm on the coast, there are coastal resources, and I have fishing, my first unit is a work boat. If I don't have any useful land resources and/or didn't start with any worker techs, fishing will be my first tech. I'll build a warrior or scout while researching and then put out a boat.
Otherwise, my first build is usually a worker while I work on my most useful worker tech availible (usually mining, aggriculture, or the wheel). Research is generaly complete as the worker comes out, and I can immediately start improving the city. My second build is usualy a warrior, although I occasionally start a grainery if I have the techs for it.
Very rarely, I'll build 2 workers if there are a massive ammount of improvements that need to be made (a huge floodplain start, for instance).. but like I said, that's not really something that happens very often.
The only time I really crank out warriors right off the bat are when I have a landlocked start with a civ that doesn't start with any useful worker techs or when I'm completely surrounded by forests.
At any rate, I usualy hold off with settlers until I have scouted the nearby land and have decided on a second city site. This ensures that the city has grown a bit first, and with maintenence costs being what they are, city placement isn't something you really want to try before you have a decent picture of your surroundings.