First, welcome to the forums, and welcome to the game of SEIV Gold.
Second, if you have not already visited the LINKS sticky, you might want to check it out.
As for research, the best option is to just play a few games.
For my first 100 turns, I generally try to research Phased Poleron Beams, Armor, Political Science (Urban Pacification Centers are great at keeping the peace in your empire.) Intellance, and Missle Weapons.
Past that, Combat support, Computers, Resupply, and Propulsion are always excellent to research.
ICE, ROCK, or GAS colonization I often do after the first 100 turns because by then I will have colonized all of my primary type worlds, (Usually ROCK) and have built up quite a good Research system. (Mainly colonize a planet, build research centers)
There is no right or wrong way to research, it mainly is up to the players preferance and the game he is in.