I don't start grand projects immediately. i start with a simple 2-wide hallway which will later be expanded into a grand entrance hall, and move down several levels. Once deep enough, I carve out a food depot and rooms for the kitchen, brewery, mason's shop and capernter's shop. Mason starts making blocks from which the other buildings are made, and carpenter's starts churning out beds. Usually a full ten, to get slightly ahead. Meanwhile the miners carve out the initial seven bedrooms.
Once the bedrooms are dug, the miners move to a soil layer to make a farm area. If I brought egg layers with me, I carve out an area for them. Fairly large so I have room to expand. Next comes the dining room, and the mason starts making tables and chairs and doors (I usually have quite a bit of stone at this point). Around here is usually when the first wave of migrants arrive, and I start carving out more bedrooms, followed by depots for various industry goods and workshops.
Once everything is stable, THEN I start working on things like a grand entryway, and carving out a meandering side entry path that will be nicknamed "The Meat Grinder" for fairly obvious reasons and so on. Things go quicker if some of the migrants come with picks, since otherwise it won't be until after the metal industry is running that I can get more miners.