As all things in this huge game it depends. On Your start position, enemies, minerals etc.
For me, basic advice is that if You don't know what to build, build auto-mines.
Research facilities and factories are good, but having too much of them is not a good option, when overpowered research and production can get You bankrupt. They are draining my budget
If You have strong economy and cash reserves - build them. But when/if You don't then hold for some time.
When i need something special, like PDC or Mass drivers for new colony i place it in the top of the list and make 100% capacity.