There is a lot to consider when choosing techs, and I think it either takes a lot of thinking or a bit of practice (or a combination...)
Here are a few things that I think about when choosing what to research next:
- I want the tech that will boost my productivity the most and the earliest (commerce, food, hammers, etc)
- If I have my eye on a particular wonder, I want to get the required techs before the other civs.
- I need to make sure that my tech is good enough to fight barbarians and other civs without taking heavy loses
- I like to research techs that the other civs don't have, because even if those techs are not quite as useful to me I might be able to trade them for the techs that I actually want.
- It is important to remember that techs that will take a really long time to research will probably be much faster when your civilization is bigger - so it is usually better to get something else that can help your civ sooner.
- There are certain branches of techs, and it is sometimes advantageous to focus on one branch so that you can maintain a lead (in that branch) which can be used to get some wonders. (To help you see what I mean, early in the game the branches are roughly Religion, Art, and War.)