It depends on my 'condition' at the time. After getting passed the "iminate death" phase of starting out, my first goals are:
1: Sustained food & water: Tree farm for water, Pam's plants used to make sandwiches.
2: Metal creation and smelting en masse
3: Sustained power. I generally have a huge power thirst coming out of early-game, so Reactant dynomos + mob farm is a must
4: Auto Camel Pack swapping.
After getting settled, I work on getting Res. jetpack, glider, and making my way to a city with reactor buildings.
Then (where Im at in my current world), its creating an ME storage system, and moving items into it from all those JABBA barrels