I research the lowest of the research, factory, or econ branch until I'm at Factories/Fesearch Centers/Trade Centers. I might go to Enhanced Factories/Research Academies before branching out my research, though.
The idea is, I need the research line to be able to place the research buildings, the factories to build the labs, and money to pay for it all.
Usually, I've fallen behind in the tech race at this point because I'm working on a little of everything here, but once I get up, I usually research a tech that the AIs will want and then trade it for all the techs they got while I was off establishing my industrial/research base. Once that happens, I'm the tech leader for the rest of the game, even during times of war.
A few things to note. Research is based almost entirely on the number/level of the labs, with population not playing a part, unlike GC1. So, any planet I get that is too small to have a decent manufacturing base or tax base will get one starport and the rest gets filled in with research improvements. I do this with all PQ4 planets, and most PQ5 planets as well unless I'm seriously cash-crunched. PQ6-9 are usually dedicated to tax base, so the only research that happens there is if a research bonus tile pops up.
Second note, with two exceptions, research spread out all over the place works as well as concentrated research, if not better. The two exceptions are the Tech Capitol and Omega Research Lab superprojects. Usually, I'll pick one of my larger planets, preferably the largest one that got a research bonus, and other than a starport, 2-3 factories, and those two superprojects, build nothing but my best research improvement. You can get insanely large research numbers from a PQ 19 planet with a 50+ research bonus for colonization event, both superprojects, and 13 Discovery Spheres.