Domain and Realm: Maximizes effectiveness of all troops as it unlocks training camps.
Administrative Training: The first tech to directly increase income, also unlocking exactly one (arguably two) important tech.
Researching this tech first, no matter who you're playing as, is never a bad idea. Finally it unlocks a bunch of arts, making it practically a requirement. Unhappiness is also a prominent issue in FotS, so the extra happiness granted by this tech is very important.
Epic Architecture: You'll want to eventually build settlements everywhere, so the 10% decrease will help you throughout nearly the entire game.
Essential technologies that you should prioritize as soon as you get access to them.