The order to upgrade buildings on the main farm
On the main farm you only ever have one building site, so every decision about what to build or upgrade next either pushes you forward or holds you up for nothing. I'm describing the order that worked out best for me, from the farmhouse and the windmill through the first animal buildings to the question of when a second mill is worth it and what to leave sitting for later. I'm going by how much each building costs, how long it takes to build and what player level it becomes available at in the first place.
The farmhouse first, the windmill right after

The very first thing I deal with is the farmhouse, because it sets the building speed on the farm, houses part of your workforce and gives you your basic storage space. The small farmhouse can be upgraded from level one to level eleven, and between the first and the last level the housing capacity grows from roughly 22 to 44 workers and storage space from 200 to 850 units. Every upgrade therefore shows in everything you build afterwards, the first levels are quick and cheap, and only the top level is a real time sink, which I get to below.
Right after the farmhouse, build the windmill. Its first level is available from level 0, costs just 50 dollars, takes 30 minutes to build and needs 4 workers. Without a mill you can't make any feed, so no animal building can support itself without it, which is why there's no point putting it off.
The chicken coop as the first animal building you can actually feed

Once you have the windmill, it makes sense to build the chicken coop, it's available from level 0, costs 1,500 dollars, takes 15 minutes to build and needs 5 workers. You make the chicken feed from corn in the windmill, so let at least one batch of feed run through first and only then get the coop going, so your workers aren't standing around with nothing to do.
Of the starting animal buildings the chicken coop is the cheapest and the quickest to build, which is why I put it first on the farm.
Build the silo early but don't force its upgrades
The silo unlocks as early as level 4 and the first level is cheap, 1,000 dollars, 10 minutes of building, 4 workers. It's worth building early, because it turns the manure that every animal building gives you as a by-product into fertilizer.
Don't rush the higher silo levels though. The maximum level costs 60,000,000 dollars, takes 5 days and 6 hours to build and doesn't unlock until player level 144. An upgrade like that ties up the one building site you have on the farm for a whole week, so plan it for a moment when you know you don't need to build anything else any time soon.
Add the pigsty and the cowshed according to your level and worker count

The pigsty unlocks at level 7, costs 2,000 dollars, takes 30 minutes to build and needs 4 workers, so much like the chicken coop. The cowshed's turn doesn't come until level 13, and it's noticeably pricier and more demanding, 8,000 dollars, an hour of building and 6 workers all at once.
Before you build the cowshed, keep in mind that every new worker raises unhappiness on the farm, which you balance out with decorations. Higher happiness means lower production costs, so it pays to have decorations ready before you add six more workers to the farm in one go.
The sheep pen is the latest of this group, it doesn't unlock until level 17, so I only get to it after the cowshed. By then I usually have all three older animal buildings running and the farm earns enough that building the sheep pen won't hold up anything more important.
When a second windmill is worth it

The trouble starts the moment your chicken coop, pigsty and cowshed are all running at the same time. The mill only makes one type of feed at a time, either for chickens, or for pigs, or for cows, so your animal buildings keep grinding to a halt in turn and waiting for the mill to free up.
That's exactly what the efficient windmill is for, a second milling building with the same size and output as the regular windmill, except you buy this one with gold, the first level for 2,500. As soon as you're running three animal buildings at once, a second mill pays off, because you can cook two types of feed in parallel and none of your animals sit idle. As long as one or two animal buildings are enough for you, you don't need a second mill and your gold is better invested elsewhere.
What to put off until you actually need it
Leave the longest and most expensive upgrades for a time when you know you're in no hurry with construction. That mainly means the top level of the farmhouse, where the upgrade takes 10 days and 23 hours, and the top level of the silo at 5 days and 6 hours, both of which tie up the one building site you have on the farm for ages.
In the same way there's no point pushing the mill or the animal buildings to maximum level ahead of time. Upgrade them as you go, as soon as you're genuinely running out of production or storage capacity, not because it could be finished sooner, and the extra waiting at your single building site won't pay off anyway.
Buildings and products mentioned in the text
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