I've browsed these forums on and off for 12 years and I've never seen anyone suggest building a scout first. Interested to hear what your reasoning is!
I came into Civ 4 from playing Civ Rev, where goodies huts and killing barb villages are massive sources of rewards that boost your game to the next level. Exploring the map ASAP is also at a premium in that game so you know where to rush or simply block off AIs (non-friendly units can't pass through each other in that game).
So naturally when I started play Civ 4 (on Noble) I really liked playing with my goodie huts on and loved rolling a Hunting civ for the free scout and maybe a quick 2nd one; Zara was my original favorite for his overall ease of use.
Civ 4 at the "cheater AI" difficulties is an entirely different beast though. It was slow, but I learned though playing and watching that what scouts offer just is usually not worth it.
Early gold is less important, and you can generate gold + science at the same time if you want. There are ways to mitigate costs or boost overall commerce to offset not getting a bank of gold early on.
You can only do so much with map knowledge because the AI just muscles you out of territory with its headstart and production handicaps
When it (and the barbs) start with several archers there is little you can do to them extremely early anyway other than worker steal or choking -- which a scout can't do. Hunting start even makes this consideration weaker since you'd have to delay a worker to build a warrior to go worker steal, lol. Taking barb cities for rewards gets backburnered until you can field something strong enough or in enough numbers to actually overcome 4 archer defenders. Even then they may be gone (to the AIs) or not worth it, since anything you could use on those barb cities could be used on the actual opponents on the map just as well, for considerably better payoff in weakening a rival.
The AI's free scouts and barb combat bonus also undermine your ability to even snag anything. They will zoom around and gobble everything up if you leave huts on, while they can actually successfully take barb cities with just their own archers.
Maybe in some starting scenario where you know you will have a continent to yourself or something, and have a fishing start but no Fishing tech, where you have those free turns to grow before building workboats and no immediate need for a worker -- you might as well crank a scout to try to pick up the few huts on your own continent, it's not like there's much better you can do with that kind of start when you basically just have to wait because of crappy starting techs for the situation. Even this sucks though by having huts on for the AIs it helps them just as much on their own continents, potentially.
A warrior is just more potentially useful since it can worker steal, act as MP, stop some barb pressure directly instead of just by fogbusting, etc.
And a worker is usually too valuable to pass up; even in starts where you have to wait on tech for the worker to do stuff, the opportunity cost of having it earlier and ready to go is worth more than waiting on it to build after the tech completes
especially if it still costs you nothing, which is likely early on.
