Generally speaking I've rushed for railroads, followed by skirmish infantry, and then work on whatever needs priority while busting my ass building up enough of an industrial base to field an army and navy that can keep the imperialists off my land while I slowly snowball my economy, gut my landowners and religious factions to pave the way for the bourgeoisie and intelligentsia to take over, strategically move my capital out of easy reach of possible frontlines while being connected to industrialized unincorporated states in order to make roflstomping future revolts among the core states a breeze, and then race for trench infantry and siege artillery so you can roflstomp everyone for a decent chunk of time on land and basically snowball my country into an international soviet dedicated to liberating as much of the world as I can before the end date.