These are my ideas for building. They are not going to be enforced or anything lame like that, just ideas.
Progressive Colonization:
Building from system to system.
Example: I build a colony (A) at Beta Scorpii*. I use the resources from that colony and build another colony (B) 1 hop away at Kappa Telescopii. Then, I use the resources at colony B to build another colony (C) 1 hop away at Vega. (the process continues...)
Relative Colonization:
Building multiple colonies in one system.
Example: In system Beta Scorpii there is 1 rocky planet, 1 ocean planet, 1 mountainous planet, and 1 volcanic planet. Since I like ocean planets, I will colonize the ocean first (A). After that is done, I will use what I can from colony A, and build/colonize the rocky (B), because I like rockies too. After I have colonized the rocky, I will colonize the mountainous planet (C). Now, when I have completed the Mountain, I am faced with a decision. The only colonizable planet left in the system is a volcanic, but volcanics are hard to maintain, and aren't always profitable. So, if I am a dedicated Relative Colonizer, I would probably colonize the volcanic. However, otherwise I would move on into the next system.
Personally, I would recommend Progressive Colonization, but generally in secure areas where you know people won't go often. When you have many strong colonies near each other, it will be easier to defend/redefend/recapture them. When you have colonies spread out, it is easier to build a far reaching empire, but your colonies will be isolated and if your enemies have the means to invade them, they will, and taking them back may become a challenge when you must travel between systems in order to recapture/redefend your planets.
Also, a good builder will know how to mix Relative with Progressive colonization.
*These may be real system names, but the locations and information I am giving about them is just made up, don't believe it as real info.