I'm a take it slow guy. I think at the moment due to learning all the new mods having come from Tekkit. Being familiar with IC2 and EU power, I started with TE and MJ power instead. Don't see the need to rush through content.
Usual setups are to explore the local area, find somewhere for an initial shelter, and then go mining. My first trip I don't spend too much time, I want to ensure I don't accidently get killed and lose everything, but this does mean I do end up with resource shortages quite quick, so have to head off mining again pretty soon.
Once the basic machines are up, then I concentrate on my home for a bit, then I then get a sorting & storage system up and prepared. Hopefully by this time I have the resources for a quarry.
As much as I'd love to mine for ages deep underground before getting started, sods law a creeper will always sneak up to me as I'm gathering diamonds near lava, or those sodding annoying Angry Zombies will charge me and knock me back into the lava.