When building resources concentrate on lumber first. Lumber is the most valuable resource. Build 2 lumber mills for every 1 farm, mine, or quarry.
Lumber is valuable both in the beginning of the game and later in the game. To begin everyone needs lumber to build structures in their city.
Later in the game everyone will need lumber to train soldiers even if they aren’t building structures.
In the beginning stone will be expensive because people will need millions of stone to build walls, town halls, etc. However as the server gets older stone will drop in price to be the cheapest item.
Iron is ok. It is needed for structures and for troops but it isn’t used as much as lumber so iron price is usually a little lower than lumber. You can sell lumber to buy iron and get more iron for your money.
Food is usually cheap and I can always sell lumber for less than I pay to buy food.
Lumber is the most important resource!