HD provides hydro plant in each city on that continent. Therefore, since power plants are NOT cumulative you do not need either coal or solar power plants on any city on that continent.
You may still want to build nuclear plants, since they give a greater boost to production, but they are relatively expensive and risky.
Because of the automatic power plant in each city you'll probably want a factory in most of them.
Once you have the factory, the next production improvement is the manufacturing plant, which is cumulative with the factory and any single power plant.
edit: you may wish to check out both the 'newbie thread' and the 'FAQ thread', both 'stickied' at the top of the Civ3-General Discussions forum. Those are the best places to ask these kinds of questions, too