If we don't have a navy then we will need to secure our whole coastline against landings, have basically no reliable contact with the rest of the world(although setting up diplomacy with an off-board power who does have a navy might get us some contact that, while not on our terms, would be pretty much safe from attack), and opens our shores up to some fairly casual bombardment, which in turn increases the need to secure our coastline. It also sort of becomes more and more difficult to build a navy as your naval facilities are more and more dominated by enemy activity.
On the other hand, having a navy allows us to carry land-forces to remote patches of coastline, carry some pretty ludicrously heavy guns and armour pretty much anywhere that is in contact with a major river, Ship supplies to any friendly forces that can reach a coastline, and can go out patrolling to give us advanced warning of enemy activity.
It is far from ideal, there are lots of things to want and we can't have them all, but the prospect of a navy is far from something to ignore.
I am happy to go for an industrial focus and get heavy steam-powered machinery, maybe even some rudimentary tanks*... But it will probably be an extremely expensive approach. Cavalry and sails would probably be more efficient if we can't get some really solid exploitation of technology and massive technological industrialisation of our nation...
Hrnnm maybe something like a steam-roller, you could have the mechanisms down the middle, a small armour panel at the front, the wheels could count as armour themselves, you could have gunners in a gantry inside the wheels themselves, although the gunners would likely only have access from the outside, so be stuck in there for the duration of any operations, it would probably be one of the worst posts in the army, likely a not-exceptional fatality rate, but most any injury would likely result in a very grisly scene when someone ended up checking on them and a mess that wouldn't ever be completely cleaned. The axle would need to be anchored at the outside, but just a spoke so that could be armoured and sturdy. The thing would be ludicrously slow, and probably filled with gearing, so a lot of material for a small number of guns and probably a lot of maintenance and limited range. And as a large target the armour would need to be even heavier...