Palace: Not only is it part of the quests to upgrade, each upgrade gives you more room in your fields for resources. Also you can own as many wilds as your palace level.
Temple: This is good for bonuses from your deity. Build it up as you build other things. You can build your Temple while other buildings are being built. Take advantage of this.
Walls: The higher the wall, the better defenses you can put into it. Fill up your walls with full field and wall defenses to help hold off enemies. Combining wall defense with defensive troops is a great way to keep from becoming someone’s farm.
Storehouse: Getting your storehouse to the highest level possible (level 9 as I wouldn’t recommend wasting a level 10 Imperial Standing -- you need an Imperial Standing to build every building to level 10 -- on this) is a good idea to help prevent being raided. If you have a lvl 9 storehouse and only hold the amount of goods in your city that you can protect, someone is not likely to farm you because the loss is not worth the gain.
Watchtower: Get your watchtower to level 9 as soon as possible as well. This is the best way to know what is being sent at you so that you can tell the alliance how many and what kinds of troops are attacking.
Embassy: The higher the level of embassy, the more alliance mates can defend you when you are under attack. If you have a level 9 embassy, you can house 9 “waves” of troops. A wave consists of full rally points of troops.
Rally Point: The higher the rally, the more troops you can send at once. This is one of the buildings I recommend using a lvl 10 token (if you win one) on. Not only can you send more troops at once, you can also send out that many “waves” of troops. For example, a level 5 rally means you can send 50K troops and 5 waves of troops at one time.
Academy: Build this up to the max. The better your research, the better you are at everything. If you have one in each of your cities, you can research one subject per city. When you finish all level 9 research, you need an Imperial Standing to build a level 10 Academy [or a level 10 anything]. Level 10 research takes a lot of time; you want more than one Academy for your research. After all level 10 research is done, you can demolish most Academies -- you need one level 10 Academy to take advantage of that research -- to build more Barracks.
General’s Quarters: The level determines how many generals you can have total -- you get two generals per level -- as well as levels up your generals faster. This would be good at level 9.
Coliseum: This helps with your happiness which helps with your max population. You can also tax your citizens here to get silver…you need silver for generals, research and scouting at the very least.
Relief Station: This determines how fast you can get to an alliance mate’s city. The higher the level, the faster your troops will move. Especially important in times of defense.
Museum: I don’t have a lot of experience with this yet, but I know you find artifacts in wilds here so I would imagine when you fill up full collections you get bonuses, perhaps it will eventually unlock new cities to build. I was told that you only need one of these so don’t take up a spot in your 2nd city for this if you don’t need to. Currently there are four levels that hold artifacts. Level 1 collection gives you 1000 glory point; level 2 gives 2,000 glory, level 3 gives 3,000 glory. Level four is a "temporary" collection -- it's been there for several months -- which, when filled and claimed, awards bonuses [which you can also win in Fortuna's Gamble or buy in their Shop]. You can fill this collection multiple times. There are no collections above level 4 at this time.
Stable, Workshop and Forge: All should be lvl 9 when you get the chance. This is needed for troop building and speed.
Forum: This is a market…or will be eventually. I think. I would say only build one in one city at this time.
Villas: I recommend about nine villas at level 9. This gives you a good population to draw silver and troops from. Villas should be placed on the right hand side of the city. This side gets covered up by the March/Build/Train information block. You need to access other buildings -- Watchtower, Rally Point, and Embassy especially -- at all times. You only need to access villas to build them to level 9. Your population lives in them. One level 9 villa gives you 4,500 population. When the outside of your city is at level 9, you need 18,000 population [four villas worth with no population left to train for troops] to work in the farms, sawmills, quarries, and mines. Extra population -- villas above the necessary four -- is what you have to train as troops. One of the Quests is for your city's population to reach 40,000. This can only be accomplished with nine level 9 villas, which gives a population of 40,500. You then have a maximum of 22,500 citizens to train into troops.
Barracks: Once you have spots for all of the above buildings, all of the rest should be barracks. You can train troops at the level of your highest barracks but they train at the level of your lowest barracks. So get one barracks to level 9 quickly, then level the rest up at the same rate. Build them all to level 5, then to level 6, etc. The more barracks you have, the more troops you can put in your queue to train. You can only train one set of troops at one time; you can have as many groups of troops scheduled to train [and training] as you have barracks.
Apothecary: Revives troops. The higher the level, the higher the percentage of your troops are healed.
Also See Suggestions for Beginners