It depends if the resource tile is on a flatland or on a hill. If it's a farm on a flatland, you're right.
Moving there directly:
Turn 1 - move, move
turn 2 - build
Road:
turn 1 - move, road
turn 2 - move, build
However, if the resource is on a hill (or a forest), it's the opposite.
directly
turn 1 - move, move
turn 2 - build
road:
turn 1 - move, road
turn 2 - move (2 movement points used)
turn 3 - build
Thinking it over, next time I'm playing, I'll have to try out the move/road plan.