Nick's post is very complete. He's pretty much summed up everything already, but I'd still like to add a few things I like to do. Just because. 
Here's a screenshot of my 2nd turn playing as the Julii in VH/VH:
Gonna use pretty colors to get into the different points of the starting map. 
- In red are two river crosspoints which I really like to use. Any forces attempting to move into your territory will easily be taken out at either of these locations.
Unlike forts, rivers are completely free to use. And when in battle the AI will limit itself to sending all its army through just one long passageway (Even if there's another one available!), meaning that you won't be overrun as easily as when defending a fort.
The passage through the north isn't really all that important yet. The Germanic tribes shouldn't really bother you at the start of the campaign. But you should still leave an army on the defensive just in case, and for future uses.
The one to the west is of huge importance though. This has been a place of slaughter for thousands of Gauls along my recent campaigns.
In the campaign, these defensive points mark my territorial limits at the west. I've never really liked going beyond them cause they'll get you engaged in conflicts with the Iberian tribes, the Britons and the Germanic tribes instead of just the Gauls.
All those factions are just gonna pester you too much as to just let them live. It's very easy for them to push you to the point of waging a long extermination war which will only leave you with a bunch of economically weak provinces and (If you've gone far out enough) the LOVELY city of Corduba.
Anyway,
- In blue are my current siege points:
Massilia
At the beginning of the game it never hurts to have a little extra money. So taking Massilia should help you from the start, although it serves a much bigger purpose for me whenever I've played.
Massilia really starts to shine once you've built a port and a militia barracks.
Ports generate a lot of trade. So having one in there is gonna help you boost your economy.
And the militia barracks will help you replenish your troops as they fend off the Gauls at the nearby crossing point.
If you don't occupy it early though the Gauls will beat you to it. And you'll have to pull off more efforts to take the settlement. So what I like to do is send Vibius and his two units of Hastati towards it through boat. Once they've landed on the second turn you can start the siege right away, and if you recruit an extra mercenary warband you can take the settlement by your third.
Patavium
This is kind of a no-brainer since you'll be taking the two towns at the north of Italy anyways. But it's important to go after it first 'cause if you manage to get a spy and an army to it on your second turn the city gates will ALWAYS be open.
Once you've taken the city you'll be close enough as to take the rebel town to the north pretty quickly, giving you your second anti-barbarian bridge. Just don't forget that Medolanum is still the priority though.
Patavium is gonna become your entrance point into Hellenic lands. These are some very rich provinces, so expanding on towards here will always be worth it.
The Danubian river is the perfect defense line. So conquering alongside it is always good. I always aim to do that and then place small armies to safeguard my borders.
Also, remember that the Brutii are also expanding in these very rich lands. So the more you manage to take here the less they'll have by the late game!
Just as a bit of a final note.-
Patavium's population growth is fairly large. So you can always use it to boost pop growth at your capital by training peasants (If you're not training an army) and then disbanding them within Arretium.
Once your town has grown large enough it'll trigger the Marian reforms!
So to end:
- In green are the positions I like to build forts in.
They really aren't that important, and chances are none of the AIs will ever bother to take those roads.
Still - It's nice to feel safe.