It depends on what you want.
If what you want is to prepare for higher levels (monarch or above), then look at each city as a separate specialty. Some will be growth cities (high food), that kick out settlers/workers - these should all have granaries.
Some will be military cities - these will have good shields.
Some might be science cities - all of these should have libraries/universities
Large cities should, usually, get marketplaces.
Reasonably corrupt cities get courthouses/police stations.
Totally corrupt cities get taxmen/scientists.
Coastal cities get harbors.
If you are going cultural, or have no luxuries, some cities get temples/cathedrals - even colleseums!
Small, corrupt cities that can't grow large, but secure an important resource get walls.
It kind of depends on what civ you are playing, too. If you are egypt, it seems kind of silly to not take advantage of cheap temples, so building those makes sense.
If you are china, build more barracks than normal.
if you are england, harbors/commercial docks.
Normally, youi don't build granaries except in cities that are driving growth. It's much easier to grow large cities by merging workers, and much faster, too.
Course, on warlord, you *can* build every type of improvement in all your cities, at least the core ones. And you can get most of the wonders, if you want. The key is to think about what you are trying to accomplish - you can win without a plan on warlord, but you sure can't on deity. Even if that plan is "survive as long as we can", that's a plan and it drives your decisions.
For instance - if your plan is to win by diplomacy, you will build a lot of libraries, and have at least one very high shield city to build the UN. You might not build as many barracks, because you aren't planning on going to war a lot. You will probably build a lot of marketplaces/banks/etc, so you can trade easier and get on everyone's good side.
If what you want to do is conquer the world as fast as possible, you might only build barracks in towns.
If what you want to do is play a lot of modern warfare, you will build a good infrastructure, so you are in the race at the end so you can use your paratroops/etc.