Warrior. Then either scout or warrior.
Then it depends on if I'll have anything to do with a worker by the time one is built. If I will, then I'll build a worker, then a settler (maybe with a warrior to protect it first, depending on circumstances). But if I can't use a worker, I'll build a settler first, then a worker to connect the cities.
Oh, and difficulty level: mostly Warlord atm, sometimes Noble.