I always scout scout monument warrior.
After that the situation dictates the build order
2 x scouts is great because:
1- You send them E and W, exploring both directions.
2- The starting warrior is used to circle the capital. Upon completion of the circuit, the 2 Scouts are built and the Warrior is used to defend against Barbs and hostile civs.
3- The scouts pop ruins and find natural wonders for the bonuses
4- The scouts explore a larger area quicker than the Warriors - good to find undiscoverd ruins in very rugged terrain. Also, you have a larger area in which to plan you 2nd and 3rd cities. Also, you have made your self aware of the nearby civs who could go for the city spots you desire. That is, you have explored around the other civs, and noting where the resources are, you can make a guess as to where these civs will likely settle, and therefore you can decide to compete for these spots or not.
5- You explore as much of the map as possible before being restricted by borders, allowing you plan you attack of your neighbors in order - eg knowing where Iron is, who has access to it, or selecting a route to position your forces before DOW. This point is for those, like me, who dont like to open my borders unless for a direct benefit.