Cottages. They don't produce large sums of money immediately, but they are the best way to insure good long term income. As far as buildings, courthouses are always a good thing to build (unless you have urgent need of something else, like military units), and marketplaces and grocers are useful as your city gets larger.
Courthouse, granary and then something that produces culture (either theatre, temple or library). Those are the 3 things that pretty much every city needs, so I generally build one of those 3 straight away. Which one depends on the individual situation.
Granaries.
The key to a new city becoming self-sufficient, or being able to positively contribute to your empire is population. A city stuck at size 2 working say a floodplain and a grassland on a river is going to be far more of a drain on resources than a city which is whipped for a granary as soon as possible and which can then work that floodplain, grassland and say mined gems or gold resource quicker than one without a granary, and the bonus from having a granary multiplies more, the bigger the population of the city if your using the whip. Especially if you then decide to start placing and working cottages.
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