You start with more power than in vanilla.
It used to be that power had to be your third facility, but now it can be the fourth.
So my build order is (for legend):
GTS (don't rush, it will finish around the time you have your first sergeant without rushing)
Ring (rush) -> Proving grounds (rush), then I stop rushing buildings and focus my engineer into excavation and I juggle one of them between the proving ground and the ring.
Then it is power -> resistance comms -> training facility.
If you have the rulers DLC, an early proving grounds means an early bolt, frost bomb and axe which all helps so very much. If you don't, I would probably do GTS -> ring -> training -> power -> comms -> proving grounds.