@JohnMK: I usually open with Ceremony, then go for Warfare next (for the Opener, then Discipline). If I still haven't advanced to the next era by my 4th policy, I get three more policies in the Ceremony tree (for the +Gold and -Unhappiness in the capital; the other policies I consider sort of useless by that point in the game). Once I get a religion, I always go straight for Piety since that's -in my opinion- by far the strongest tree available in the second era and really useful for the Reformation Belief. Liberty is nice as well.
As for Health ... well, I usually take a gamble. There's only so many outbreaks of the Plague, and usually the AI has it even worse than me in terms of health, so their cities get struck first. So far, I've not had an outbreak originating in one of my cities. However, if there's an outbreak in a city relatively close to one of yours (say, 2-4 cities away), there's a high chance it'll spread to your empire regardless of your actual health level (at least if it's around -5 to +5). I haven't checked if a really high level of health actually prevents that because, honestly, I think the Health tree is terribly weak in comparison. Sure it's nice for growth if you have positive health (because excess health is added to your food) but there are other ways that do not cost you social policies. So I skipped that tree entirely in the past. Should I get really ravaged now with the new update (which makes health more of an issue than before), I might reconsider though.
@Rob: Haven't had any quests yet, so I can't tell. (Because the AI usually builds the Golden Fleece before I even research the tech; same with the insanely strong Temple of Artemis and the E...somethingorother that gives +20% culture and the one that gives a free shrine in every city, and the one that gives +1 Happiness for every shrine (or was it Faith?). The AI really knows to prioritize the strong wonders. And the Arbor Low. They also always build the Arbor Low.)