Best research order ive found is actually animal husbandry, mining, bronze working, mycticism, wheel, writing, alphabet and so on.
Other notes Ive found on Persia Immortal test games:
The 50% faster build for settlers ONLY applies to hammers you have going into building it, not surplus food.
I have managed to get the second city out and get the stonehedge built by 2000 bc. Only problem is, Ive had a real problem holding onto that second city and keeping barbs away from destroying it. In this latest test game I got horses in my fat cross, so that may have contributed to my feeling that getting a second city so quickly was pretty risky. Im going to have two seperate plans based on if we get horses in our fat cross. I think stonehedge is a no brainer this game, the great prophets are far more helpful than scientists for early warmongering, and you are going to build a monument in every city anyway.
The more I look at settling on the bananas the more im starting to like the idea. Im going to move the scout E then Se and see if I can find any more hills, or even plains with forests on them. Another issue is im not sure if the banana position will have enough forests around to do my stonehedge plan, not to mention wasting a turn. Of course if you get the coast, you can get the great lighthouse (without question pretty much best wonder in the game and easy to get). Not to mention settling away from any preplaced horses in our initial cross.
Another note, do not declare a religion. In my test game I got stuck between Isabella and monty, so I really didnt have much of a choice, had to join Isabella. Basically world war I was fought in 500 bc with every civ in the game killing eachother.
Overall I think playing my last two test games alone has raised my skill level tremendously, I was able to hold my own very easily and be number 2 in score by 200 ad, while relatively keeping up in tech. I shouldve upgraded myself long ago.