You need to find what works for you. The stuff you build and research should depend on the colony you play, the rules of the match, the map you're on, and personal preference. If you want to rush weapons, find out which weapons you like best and what you need to do to get them as quickly as possible. There are printable techtrees out there somewhere, but it's been a long time so I don't remember where they are. Maybe someone else can give you a link?