If I get the Golden Age during the Ancient Era, I always build Spearmen first, so that every city is protected by 1 Spearman and 1 Warrior. I'm always at peace with my neighbours during the Ancient Era, so most of my cities are normally just protected by a lone warrior.
Once I've got enough military units, I immediately build Temples, Libraries and Marketplaces in all cities (except for my best production cities, where I build Wonders).
Furthermore, during the Golden Age, I watch the Tech slider every single turn, to make sure I don't waste any commerce.