Here are some military research tips for starting empire:
1. Go as fast as you can to the DUC level 5 (DUC - Depleted Uranium Cannon). That thing is cheap to research and gives you some fair firepower while you research better things.
2. Research Chemistry and then Armor to level 3. This is much cheaper to research then the shields, and only Shield IV and Shield V have better protection per tonnage.
This will give you very comfortable start and leave you enough time to research for some other things (most of them covered by James).
Hope this is of some help.
