depends on map and settings. sometimes i'll even go with leatherworking first (e.g. when i have to kill stuff to even settle a second city, which isn't that uncommon on dense monsters setting). shrines can also be a viable alternative if you play a faction that benefits from shards (binding/amarian blood and/or a sov that needs some mana to be useful.
if i start with the civ tree, i'll usually grab the workshop first, then the study, then belltower.
depends a lot on your surroundings. if you have several city spots, you'll probably build pioneers early, so you won't have the time to build all of the unlocked stuff right away. in this case, it doesn't really matter which you unlock first, since by the time you start building up your city, you'll have several of the early techs anyway.
if you have to kill lots of monsters, you'll build troops to get rid of them ASAP. no point building up your single city for 50 turns before you start start cranking out units. you'll never catch up if you delay the early expansion too long, so once again it doesn't matter that much what you grab first, since you won't build all of the stuff right away.