Starting off a new world, or starting off GregTech in an established world?
If you haven't already, it's well worth getting most forms of vanilla infrastructure setup before the more advanced GregTech items. Sure, get a macerator ASAP, but then concentrate on getting to the End and getting that dragon out of the way. By then you should have access to XP on tap, so to speak, along with fairly simple access to all resources.
In particular, the End is probably THE fastest way to get experience (fortune enchantment!) and, essential to GregTech, iridium.
In terms of building GregTech stuff, work out what machine is your goal and read backwards through NEI until you're aware which machines are required. Most machines need other machines built in order to process the resources they need. For example, once your macerator is setup, you'll want an industrial electrolyser + centrifuge, followed by a blast furnace and industrial grinder.
Rubies are essential for producing chrome. You won't even be able to process them for quite some time, but eventually you'll want a lot of the stuff, so be aware that silk touching the ruby ore will eventually net you a lot more when your industrial grinder is up and running (stockpile until then, along with any other ores you don't need to use yet - the longer you wait the more returns you'll get out of converting them to usable resources). A Rock Cutter tool is a handy thing to have, as is a lappack, if you don't have easy access to diamond tools and lvl30 enchants. Sapphires are also notable for replacing diamonds in some recipes.
For machines that require liquids, try to avoid cans. You usually don't get those containers back. Cells are usually returned, but be careful about filling them with useless stuff that you might not be able to easily empty out of them.
If you can manage it, a laser-driven assembly table is a good way to skip IC-chip production. Failing that, consider getting into bees early. Lapis bees generate LOTS of lapis. Corroded (copper), tarnished (tin) and resolute (bronze) bees will make your life much, much easier. Oh, and get a turtle or two to mine out some chunks for you - seriously, you're gonna be using a lot of resources here, even if they don't have access to silk touch they'll save you a lot of time.