I space it enough to connect industrial zones... but that varies due to what I need to reach for.
I try to get my first 3 or 4 up and near each other fairly fast (after some exploring and clearing of barbarians).
But there are cases where like last night there was a GREAT spot near an AI so I forward settled (suck it Philip) and then went back to my core cities and finished that.
You can find some other good threads on build order around here.
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