I'm by no means an expert, but I do the following...
At the start of the game I build warriors (maybe an additional scout if not playing raging barbs) until I hit the happiness cap on my capitol. I will sometimes build a worker before then if I'm in a bad food situation (lots of plains for example) and need to get some farming/pasturing done ASAP.
After that I make a worker (if I had't already) and then a settler. I might go with another settler, but typically I have Mysticism by that point and want to get an Elder Council built ASAP so I can start on my first GP (Sage). Then it's another settler and I'm off to the races.
After I reach a point where I cannot REX anymore (breaking even at 50% science) I might build one more settler (for reserve) and then I'll start in with my standard fare for the rest of the game which is Building>Unit>Building. I've found that this leaves me with a sizeable force and allows my cities to grow or my civ to tech to make my next build option viable. Obviously I don't hold to this when I MUST build something (an extra unit if prepping or conducting a war or a happiness/health building if I accidentally bump over the cap), but I try to hold myself to it generally.
Now, if you are having cities that are just not that good out on the outskirts of your civilization then don't underestimate the power of terraforming. I try to push out about 2-3 workers per town so once I have an adequate defense in place I will build workers until I meet this goal. By the time I have my core cities completely terraformed I'm ready to REX again whether through conquest or settlers and my build order changes accordingly.
A few notes...
On a new city post initial REX I will build a Monument, Elder Council, Marketplace before switching to a unit. (Minus the monument if I'm Creative)
Also, don't shy away from using JUST Agrarian after a REX period. The quicker those border towns get their population up the faster they can use the massive improvements you are building up for them and thereby the faster they build up their production. City States/Agrarianism works great if you can manage the culture penalty.
Oh and set up a military city. This city needs two things. Enough food to keep it growing quickly and enough mines to keep it producing well. This city is for units only so it won't need any of the fancy schmancy buildings that bog down all the others. You will need only three types of buildings: Unit Unlock buildings (
Training Yard, Archery Range, etc.), Production buildings (
+
, +
, and forges, but avoid any that are overly expensive for only +1
or
like Inns or even gambling houses or theatres [since it could wind up locking down your tech slider]), and wonders and other buildings that give buffs to units built in that city (
Ride of the Nine Kings, Tower of the Nine Kings, Altars of the Luonnotar, Command Post, Shrine of the Champion, etc.). Basically I'd produce 3 units after every building gets built before starting on another building. Don't bother with defensive units/workers as your regular cities should be interspersing those exclusively between their buildings. Finally, get a handful of mages in the city to buff the troops as they are made. Try to get the Dragon's Horde so you can forgo enchanted blades, but a spirit mage, law mage, and stonewarden sitting there waiting to buff can make a big difference for these "elite" troops.