Teefn - I hope you do not mind taking advice from a shell dwelling reptile. Like EU says, early in the game, you do not want to spend time building land improvements. Instead, just move settlers as quickly as possible to the most desireable city sites you can find. The exception to this rule is a city with no trade-producing specials and no rivers running through grasslands. In this case, the settler who builds that city should build one road on a shielded grassland space on his way to the build space. This is so that the city's first citizen will be working a space which produces a trade arrow, crucial for staying ahead of the early tech race. (Your city area has no specials AND no shielded grasslands? Why did you build a city there?) Irrigating in despotism is useless. Grassland already produces two foods. And a space which produces more than two of any one resource (i.e. arrows, shield, food) will produce one less under despotism. So irrigating a grassland will cause it to produce 2food(for grassland)+1food(for irrigation)-1food(for despotism). Once you have a few cities established, it is usually worthwhile to have some of you 'second wave' of settlers build a few more roads to connect your cities, but there is no reason to go crazy. I often build early roads which are not straight because I want to make sure that I have all (or as close to all as possible) of my citizens working shielded grassland or specials. As a result, my roads weave drunkenly from one shielded grass to another.
Once you enter monarchy, it is time to start irrigating. The confusing 'one less than more than two' resource rule is lifted and your irrigated grasslands will give three food each. Before switching to a more advanced form of governement, it is very important to make sure that at least two citizens of each city are working irrigated grasslands because after monarchy, your settlers will need two food each turn and under every strategy I have ever heard of, it is important to have at least one settler per city active at all times. Without irrigation, your food based city growth will grind to a halt. As much as possible, I try to irrigate the same grasslands I previously built roads on. (You may be limited by the presence/absence of water. Plan, plan, plan...) Once you reach this 'necessary' plateau, you can start looking for place to put mines and other improvements.