I'll qualify my response and say I am kinda new, but here are some rules I have been using:
For your capital system:
1. Convert all conventional industry first, if you are doing a conventional start
2. After that, I try to fill out my local industry. I would do something like 40% industry on mines and 40% on factories, and then slow down as you build it out. Keep an eye on your duranium levels. When I get to the point where my native duranium reserves will only last about 40 years, I slow down and go about 20/20% on mines and factories.
3. I try to build enough refineries to keep my fuel reserves slightly expanding, but eventually most of my production will come from sorium harvestors, so I try to avoid building more refineries than I need.
4. I go between 10-40% on RL's based on other project needs.
5. Once I start running out of major minerals on the capital, I start converting large numbers of mines to automines and start really expanding my mineral imports.
6. I buy all minerals from automines.
7. Keep an eye on finances. If you start running a deficit, that's when you need to start building some financial centers. You can also shift to non-growth projects like PDC's or engine components to slow your expansion rate and give your economy time to catch up. If you have a populated world with no minerals, crank out financial centers there.
8. Don't forget to build out maintenance facilities, shipyards and spaceports. Don't go too crazy on fighter and ordnance production early, but don't forget to build that out once your economy is humming.
For a new system:
1. Send enough infrastructure (if needed to get it started) and then push some colonists.
2. Send mines first (hopefully it has minerals).
3. Send some construction brigades or factories.
4. If you don't have vendarite, mercasium, duranium and tritanium, you will need some automines to get those to the new colony.
5. Start building mines 50% and factories 50%.
6. Keep an eye on available workers, if you don't have enough, shift to building infrastructure.
7. Terraform as soon as you can, although concentrate on only a few (or one) project at once. The growth you will get in your cost 0 colonies will eventually be a big economic boon.
8. Don't forget to strip infrastructure from terraformed worlds to bootstrap colonization on your next set of colonies.