It completely depends on your strategy. Optimally, you would take you second city as quickly as possible, so at the point where you reach 4000 points, your academy should be at level 28 so that you can take your second city (if you colonize, you will only need level 22, of course). If you're all alone, not in any alliance, your city wall should be around level 10-15 (level 20 when you hit 4000-5000 points). If you're very active and have the backing of an alliance, of course, you don't need to focus as much on defense, and a level 10 city wall with maybe 200 swordsmen / 100 archers / 140 hoplites would do fine. Personally, though, I would always make sure my first city is well defended. When you hit 4000 points, it's likely that people consider taking your city, so I would have double that defense. Since Upsilon is revolt and speed 1, though, 300 swordsmen, 150 archers and 210 hoplites would probably do fine, though, all depending on which players are close to you.
If you're very active, you might want to start attacking to gain battle points. Get light ships, fast transports and enough troops to kill the defenders on nearby islands effectively. Unless alliance strategy requires it, you only really need to build up a big offensive army once you're ready for your first conquest.
In terms of buildings, I have already mentioned academy and city wall. The only other thing is to make sure you have harbor (for Phoenician merchant), cave (for spying) and marketplace (to trade with farming villages). Otherwise, I'm sure you will figure out yourself when you need bigger mines (the more active you are, the less you need to focus on mining early on), bigger warehouse, etc.