If you do want religion, Holy Site needs to come as soon as possible, because the race for a Great Prophet is super important and every turn counts.
Then settler/army builds are super important, especially in your capital.
After that, Campuses are really important (especially if Hypatia is the first Great Scientist), and then Commerical Hubs.
Encampments are super situational - if you want Horsemen/Knight pushes and you don't have those resources, you might build this after your Settler pushes.
Entertainment Districts are also situational - they're very important for late-game Domination victories, but that's about it.
Theater Squares aren't so important, unless you have serious bonuses for them - they don't provide much culture and tourism is easily earned through other ways, like Seaside Resorts.
Industrial Zones are also mediocre, and you should only really get them if there's a big adjacency bonus.