In a way DF is not like other strategy games.
In most games, you start with a kernel or seed, which then grows into your entire base.
In DF, while you do start with a kernel, the starting 7 and embark supplies, your population grows much faster by immigration than by exponential growth of the kernel (and while dwarves do multiply exponentially, they do so incredibly slowly relative to the pace of the game).
Furthermore, whereas in most games, your enemies come in either predetermined waves, OR, start with a similar kernel which grows into their base, and produces attack waves. This results in a race, either against the escalating attack waves, or to out-grow your competitors.
However in DF, the enemy attack waves are pegged to the size of your fortress. This almost completely eliminates the race, it's equally viable to grow slowly as it is to grow quickly.
Usually the point of the build order, is to help you "win the race", it allows you to grow quickly enough and produce enough defenses to defeat your opponents. In DF, the only important thing is that your development is balanced, your ability to defend the fortress needs to be proportional to it's wealth.
In DF the concepts of "builds" is very valid, "build order", not so much so. DF is simply not a game where optimization matters much, and this is because the enemies strength is pegged to your own wealth.
Still. I would say that generally in DF, because it's relatively easier to train civilian skills than military skills (Barring danger rooms), the optimal build order, is to initially invest in military (starting 7, embark supplies and first season's work), and then, using the immigrants, invest in economy. This will tend to be a stronger more robust strategy than doing things the other way around.
The other highly legitimate approach is to just invest in all military all the time. This will greatly improve the robustness of your fortress against being destroyed. So dispense with absolutely all investment which isn't directly related to equipping, training, feeding, keeping happy and protecting your military. This approach works pretty well in all games where there is a choice and DF is no exception.
As a more specific build description, my fortresses are generally arranged around the principle of one big room with everything in it, since this tends to be most efficient in terms of frame rate and most other things which matter (cleverly designed 3-dimensional fortresses can have shorter average paths for dwarves to take, but greatly increase path-finding complexity).
First Season:
Equip starting military (DIY smithing) and have them start training (while they are waiting for their equipment to be forged, if they can't directly contribute to that, then they cut down trees and haul the logs), dig out a 10x10 room in the dirt for initial workshop and living area, furnish it with 7 beds along a wall and a table and a chair.
Second Season:
Pierce aquifer (I always play on maps with aquifers), dig down to magma sea and dig out a small room enough for a magma smelter, forge and some extra room for stockpiles.
Massively expand the room in the dirt layer, to quickly train my miner(s) to legendary. Usually I dig it out with upstairs first, then remove the upstairs. This trains significantly faster than straight mining.
Because most of my dwarves are in the military, the non-military dwarves are generally pretty busy just keeping the fortress running, and having nice long On Break's. So other than little things like brewing, not much gets done.
Third Season:
The coming of immigration waves means more labor. The immigrants replace my weaponsmith and armorsmith on menial tasks, take up jobs like masonry and mechanics, and are particularly helpful for hauling. With my legendary miner I dig out some metal veins and start smelting and forging operations at the magma sea. I might train up a second miner in dirt if I only have one miner.
I set up a larger "Bed chamber", which for me is a tiny room wrapped around the central staircase, with a smoothed and engraved floor, stuffed full of beds which are turned into 1x1 bedrooms. The only beds left in the dirt room, are the military beds.
By now my military will be fast enough (Thanks to sparring training) to run down wildlife, which effectively stocks my larders with meat (have many butchershops and many dwarves with butcher profession enabled)
The caravan arrives. Normally I have nothing much to trade it, so I whip up something quick at the forge, like serrated silver disks. Or I offload junk like mechanisms used to train up a mechanic, or biscuits used to train up a cook. I am primarily interested in metal bars, valuable gems, barrels and buckets, perhaps some armor, leather, cloth, anvils, perhaps food, plants (for brewing), thread, splints and crutches.
Forth Season:
At this point the immigrants start to feel a bit surplus to requirements, so I start militarization of the workforce. Many dwarves are put into squads.
The final result of my fortress, is a very large room in the dirt, a long staircase (with a little bedchamber halfway along it), and another large room at the bottom. I build a large dining area at the bottom so that my idlers mostly hang out in the depths. The top is where my psychopathic elite military reside, along with farming related industries.