Hmm, it really depends on where the "new city" is, and also when I'm acquiring it and under what circumstances.
For instance, my first few cities in the game will build Warriors until they are large enough to build Settlers and Workers.
However, later in the game, when the main expansion phase is over and I no longer need the majority of my cities building Settlers, I usually build units or a Harbor or Temple, depending on my long term goal and the location of the city.
When I'm at war and I take control of an enemy city, my first build is usually a Temple. Why? Because building a defensive unit in a core city and moving it to the new city is usually faster than building one in the new city, especially when the city is in resistance and most likely only producing 1 shield per turn. As such, I start building a Temple in order to discourage a culture flip, then rush it as soon as the resistance is quelled. Of course, Airports and Harbors can also be important in newly captured cities, depending on the surrounding environment.