as always - depends 
personally, i like it more the military way, so i go for LRFs first, but nonetheless cleaning up any volc / ice planets in my way so they can later be colonized by a colo ship (i play TEC mainly, so i need it for the neutral extractors anyway).
i find it more important to build a strong fleet and not "waste" time by early civil tech.
you could of course go for early civil tech and hope to get a resource advantage, but i normally do not like this, because in multiplayer, you can be sure to be scouted and rushed if your enemy sees two civic research stations in your empire 