For "safe" areas, the list is like this:
1: Set mining labor on miners (rarely take miners, digging dirt trains them up fast)
2: Pasture animals
3: designate trees to cut
4: dig entrance hall with u-bend for unbreakable safety hatches
5: dig general purpose storage area
6: begin unloading wagon and storing wood
7: dig farm area, build farms and farmers workshop, plant crops
8: dig initial workshop area for carpenter, mason, mechanic and crafts workshops
9: begin bed and barrel production, plus hatches for the u-bend and a table and chairs for the book keeper
10: dig kitchen area, build kitchen, still, butcher, tanner, and fishery. set up book keeper office in a corner of the main storage area.
11: butcher draft animals and cook up initial food supply
12: dig central staircase down, at least to first cavern level. If necessary, dig exploratory tunnels out to find caverns
13: begin door, chest, and cabinet production for bedrooms, mechanism production for traps, and two flood gates
14: with caverns located, dig out bedrooms at least 10 z-levels below surface.
15: continue digging down to find the rest of the caverns and the magma
16 with magma and all caverns located, decide where to put the "center" of the fort.
17: dig out well room, cistern, hospital, permanent book keeping office, permanent "locals" dining room and food/drink storage area.
18: begin exploratory mining for weapons grade metals, decide on strategy for weapon and armor production, build initial fired smelter and forge near metals
19: begin initial trap component and armor/weapon production using copper or iron.
20: dig permanent smelting/forge area, either at the top for wood/coal fired production, near the middle plus a pump stack and water reactor if total z-levels to magma sea is between 30 and 50, or at the bottom if z-levels to magma sea are less than 30 or more than 50.
For dangerous areas, focus shifts to initial safety and defense. For wild areas, I may choose to dig out an animal proof trench or erect a wooden stockade first. For evil areas I may focus on getting everyone inside and the wagon unloaded before doing anything else. For either, I will probably focus on finding metals and getting initial smithing set up before finding the caverns or building the bedrooms. Maybe set up a dorm in a corner of the initial storage area instead.