Before we can decide which tech to pursue we need to determine our goals.
Is our priority still researching COL first to found Confucianism? If so, we need to go Mysticism -> Meditation -> Priesthood -> COL (we could also try the Currency route to COL but that would take forever). Although its not a sure bet that well reach COL before another Civ I think its likely. I dont see France, Rome, or Germany out-researching us to COL; however, we dont know how advanced other Civs may be. I suggest we dont even bother with the Oracle anymore because I suspect we can research COL before we could build the Oracle (particularly if we emphasize science in our second city).
The reason weve been targeting COL is because we want a religion. The other way to get one is, of course, to conquer one. Rome has Buddhism so that would be our target. If we decide this is our goal we need to crank up our military. Id research Iron Working (its urgent we discover if we have iron either within our borders or nearby where we can settle), and then Horseback Riding (we'll get Archery through trade; Horseback Riding, too, if its available). With those techs discovered we can build an army. However, do we actually want to target Rome as our first target? Although it doesnt currently know Iron Working, surely by the time were ready to attack, it will. Well face Praetorians. We can take on Praetorians with Cats, but it will be tough; Id prefer to wait for Macemen, and we need COL to get to Civil Service, the requirement for Maceman (along with Metallurgy.
One way or another we'll need to research COL, so I vote to do that first. However, we can expect to be facing Barb archers and axes soon. We should trade for Archery so we can build a defense while we race towards COL.