It seems to depend on starting location/leader for me. If I am someone who is spi/ind in a heavy production area I build stonehenge and oracle pretty early and rush to found a religion (btw people don't seem to like the spiritual trait. that trait seems to contribute to some of my best games. Isabella rocks). If I am someone who starts with mining in a heavy forest area, I get bronzeworking and build a worker for early chop to get extra shields and the next tech will be something that can help improve any extra tiles to utilize the worker (animal husbandry/archery). The worker has to be working at all times for this to work efficiently because it does have a rush formula to it, so tile improvement techs are where you want to go. Whenever I have anything that can be improved with camp I amost ALWAYS pick archery because, well, I get archers as well. I always tend to be rome so working my way to iron for UU and early death for another civ has always proven successful. I can go on and on, but the point is there is no "best" way. It's like chess, you HAVE to know all of you're options to be the best possible player (which is damn hard)and to top the best player, you have to pick the best route for the current scenario. This is why Civ4 is such a superior strategy game. No more brainless "follow this build" formulas.
P.S. BW is the greatest RTS. Displayed the best RPS system. However, I still feel toss>zerg just a little. Ok, maybe I am just biased because I play zerg, hehe...