The first thing I do when I start a game is take stock of any resources that will occupy the BFC. Probably 85% of the time, there is a resource available that will be accessible (i.e., the necessary tech will be researched) by the time I can pop a worker. So, I build a worker first ~85% of the time. If I'm on the water, and there's a crab, clam, or fish, I always build a boat first, unless I don't start with fishing. In that case, and assuming there is an accessible resource nearby, I build a worker until I have researched fishing, then I switch over to a boat, and then back to finish the worker.
If none of those apply (no water resources or resources accessible via early techs), I'll go with either a scout or a warrior first, as I *love* exploring. In the meantime I go for mining>BW so I can at least mine hills and chop forests. If there are no accessible resources, but there are water resources available and I don't have fishing, I'll build a scout or warrier until fishing is researched, switch to boats, then back to scout or warrior while I go mining>BW.
Anyway, when I go worker first, I follow up with a warrior, then barracks, which I build until I achieve size three, at which point I switch over to building my first settler. Once the settler is built, it's back to the barracks, and then I build military for a few production rounds.
If I build a boat first, I usually follow up with a worker, depending on the conditions described above.
Finally, in all cases these are just guidelines; I try to let the map and circumstances guide my decisions, not habits that *usually* work.