I always say Economy pwns Armies. Right away buy a bunch of Dwarven miners. If i'm playing for a long period i rush the really long building time buildings like archery range etc ONLY once as this cuts the most amount of time for value of the wealth.
If I'm Humans I try to get the economy techs from the storehouse asap, as this basically makes workers X3 effective when fully upgraded.
You can also use it to buy extra gold and right off the bat make an army and travel to nearby towns and buy economy units, labourers are really good, (think you can buy them at Makkada, can work on ANY construction not only their own.)