Top priority (on deity) is to defend yourself. Put the first city on a hill and build 3-5 warriors. Use your starter units to find stuff and chokepoints. After that I can claim good results with aristograrian builds. Research agrarianism and aristocracy and start farming gold. Since I prefer to go for Altar of the Luonnotar, I naturally focus on religious tech afterwards: It comes early and benefits from your strengths, i.e. lots of free XP for disciples. Going religious is almost always the safer choice, simply because you can reasearch that stuff faster. The arcane path is - on the long run - the more powerful one and it benefits equally from your racial strengths, thanks to Lightbringers. It's the strongest summon mages can, er, summon. And mages for Malakim are a dime a dozen. The spell is free, too. I'd skip on ashen veil, though. Lightbringers can upgrade directly to mages and while ritualists are great, ashen veil civs tend to get corrupted land, thus destroying your desert tiles.