But I'd say hull/armor/shield upgrades just because they improve.... everything. Every single ship you have and will ever make will be better because of any of these techs.
I'm still pretty noobish on MP gaming (in SoaSE i mean), as far as I've saw it, sometimes it worth it, sometimes not. You better build more ships with your cash, since against massive focused damage your only real shield is shield mitigation AND a large fleet

Anyway..
I do improve hull/shields when things are relatively quiet (although it is very rare) or if I already have the avantage, pushing against my foes, in order to reduce attrition. It may help to repare faster a badly damaged cap ship too.
As for civilian tech i usually go for those who increase metal/crystal collecting (since i play vasari, I think it worth it because both metal and cristal collecting is improved at the same time. Needless to say, I pick ice and volcano, if needed. Sometimes trade port, ressource collector (haven't tried yet broadcast center), phase nodes (although it is often useless to try to rush an hypothetic RA, especially on smaller maps).
I also pick the terran planet improvement tech asap, but not be a focus: it helps a bit to sustain planetary damage longer, and most of all more cash income.
Phase inhibitors are nice for choke points.
Repair structures are also a must have on border worlds imo.
I sometimes upgrade my vasari phase weapon to enhance LR frigs damage.
I also try to grab techs reducing ship cost if I can, since cheaper ships means more ships on the long run. Better is to have it sooner, but again, it may not be a focus.
Eevery civ tech musn't be a focus, just be "cherry on the cake" techs.
A common mistake imo is to overfund R&D. While you're researching something, it is money that isn't spent for building more ships. But don't play dumb and grab some techs when things are going well. The main difficulty is to feel when it is time for research and when it is not. Scouting enemy positions might help you to make the right choice.