Building

A city has 13 normal buildings and 8 special buildings, but you can only have 2 of them per city. Have to knowledge to prioritize the most important ones will decide your future.
Your city is made for war, not to be pretty.
You can build and max everything, but if you do that, then your army is weak, because most of the building have a pop "cost", so it's wise to don't build all the things.

The first building is the Senate. The higher the senate is, the lower is the time to upgrade the other buildings. If you are active and farm a lot, then the senate is your priority. Upgrade it to level 24, in this level you unlock all the special buildings.
Production Camps shoudn't be focused in your main city, but in your smaller cities, because you probably will not have time to farm them, then the resources are less abundant. Since you receive a lot of resources in your main city, let to upgrade them in the end. I highly recommend to put them in level 40, because once the bandit camps, the rewards and the farming villages disappear, the Production Camps will be your main source of resources.
Farm is definitely a priority. You should max it to level 45 as fast as possible to build a bigger and stronger army. Also without free population you can't build many things.
Warehouse is good to keep unfilled. Just check in the warehouse how much time the warehouse will fill up, if it fill before you wake up, then you're wasting your resources, so it's time to upgrade the warehouse. In the beginning, you'll upgrade it to level 20, so you can research all the techs.
Barracks aren't a priority. The reason is simple: you can use items and cast Population Growth in your city, so the recruiting time is reduce a lot. If you plan to farm, then upgrade it to lv10, so you can use horsemen.
Temple isn't a priority. Just like the barracks you don't receive  a good bonus in your favor production by upgrading it. Also it is a very expensive building, I would prefer to build my army and other buildings than wasting resources in this one.
Market isn't a priority. A level 10 market is good, then you can send 5000 resources for your cities and help their development. You're free to upgrade it to high levels, but it will cost free population.
Harbour isn't a priority. You only need a level 10 one to make CS. Just like the Barracks you can use items and cast Call of the Ocean in your naval cities.
Academy is very important. It's a great idea keep the academy in a high level, so you can always research new techs(if you farm many resources). In your main city, your main goal is to research Conquest and for this you need an Academy level 28.
Walls depend of the world. Read more in Conquest World and Revolt World.
Cave isn't a priority, but once you put it in level 10, you can stock unlimited silver.

Special Buildings:

Left Side
Theater - You can make cheaper "City Festivals", but it take 5 times more time to make it. Really bad;
Thermal Baths - You gain +- extra population. You have no choice, but to build it;
Library - You gain 12 additional research points. Since you're smart, you'll choose the right techs, but if you conquer a bad city, than library can help you, after you make the right researchs, just demolish it and build Thermal Baths. Never restart in the academy, so you will lose 1 cultural point or 300 battle points;
Lighthouse - You gain 15% extra speed in your ships. An option to consider in naval cities, but Thermal Baths are still better;

Right Side
Tower - Give 10% extra defense and it's affected by earthquakes. It depends of the world;
Divine Statue - Increase by 15% your favor production. A solid option for conquest worlds;
Oracle - You receive a report of a enemy spy, even if the spier have more silver coins than your cave;
Merchant's shop - You can trade more resources. Good for gold trading.

Any doubts, post in the comments.