I usually go Scout, Scout, Monument, Warrior, Warrior.
Scouts are good for, well, scouting, so it helps you get to goody huts, city states and other Civs sooner than a warrior will. Of course, I scout with my starting warrior too, just only in the local vicinity, so I can get him back in case a barb comes to visit.
Usually there is a small window of opportunity before all goody huts are gone, so anything that maximizes your chance of getting to them before the AIs do is very beneficial. A Culture hut, or two can make a big positive impact upon your start and subsequently the rest of the game.
Meeting City States first gives you extra cash and early on this is important. Likewise, the sooner you find the AIs the sooner you can sell them your lux and ultimately turn their cash against them. You also need to scout to find the good local city placements which have the lux.
All in all, scouts can make a big difference.
I've beat the AIs to goody huts by one move on several occasions. I'd of had no chance with a normal warrior. Even if you get a map, or one of the less useful bonuses, you're stopping the AIs getting the goody hut and on their turn they may of got something really good.
If I play large maps (which I often do) I'll sometimes get three scouts out before anything else.