Having a good build order is important; as is building quickly. If you place all structures on the ground as soon as they become available then you will have a minute advantage - minute yes, but still an advantage. Lets say that you are playing in a map with a tech building in the middle and whoever captures this tech building controls most of the map as a result. It is vital that you capture this building before your opponent. If your barracks is down a few seconds earlier than his as you have been placing your structures down as soon as they become available then you will be able to get a dog or engineer to that building before him. This example shows that building quickly can be important; if you hear "Structure complete" then go and place it somewhere. It takes a few seconds and allows you to carry on building constantly. So always place structures down as soon as they become available! I know it will only give you the tiniest of advantages - but its tiny advantages that often add up and result in you winning a game. To place your buildings down as quickly as you can I suggest placing your cursor where you want the building to be placed, and then, upon hearing "Structure ready to place" press Q - then the building will be placed down.
Whilst people do have differing build orders I would venture that this is the basic one that most players follow:
Powerplant » Barracks » Ore Refinery » War Factory » Radar/Air Force Command » Battle Lab
Some players do like to build radars/air force commands before war factories - this is understandable if you are a nation such as the USA or Korea - but otherwise it's best to get a war factory up ASAP. This is especially true if you are a Soviet player, as the whole theology of the Soviet game is based upon overtaking your opponent early on in the game and then using your superior tank power to defeat your opponent.
I always attempt to get my war factory up as soon as possible. If I can get one more rhino tank built in the time it takes an opponent to build a radar, then I do have an advantage - as long as I use the advantage quickly.
In Section 2 I discussed the differences between building ore refineries and harvesters. If you are a Soviet player then you will in most cases build another refinery after you have built either your radar or your war factory. I usually (unless on a map with lots of gems and oil derricks) build another refinery after my war factory, as opposed to a radar. I think that if you have the ability to scout out the map and then look at it yourself, you don't have to buy a radar. Obviously without one you cannot build you cannot gain access to your nations special unit/structure, yet I do not think this matters for the Soviet tank rusher. Rushing is all about building as many units as possible in a short period of time. The basic build order should be:
Powerplant » Barracks » Refinery » War Factory » Refinery (Sell) » Refinery (Sell) » War Factory/AFC/Battle Lab
The Allied player should attempt to build his structures particularly quickly - as this allows him to get to high-tech; which means access to the mirage tank. If an allied player builds sensibly then he should have a battle lab up within about six minutes - as the stereotypical Soviet tank rush occurs at around this moment in the game, its hard to balance building enough units in order to fend off the rush. If balancing is done successfully, then the Soviet player is in a lot of trouble. Waiting until a point in the game when you have sufficient grizzly tanks to hold off an attack is when you should think about teching up.
Build orders are common sense really. For example; some people ask if it is worth to build the refinery before the barracks in order to start harvesting quickly. Whilst in some games it may actually be useful if the opponent doesn't attack quickly, it simply isn't worth the risk! Your opponent could attack you and your game would be practically over. You would have to decide whether or not to cancel the construction of the refinery in order to allow you to build a barracks - if you then cancelled the construction of the refinery you would have wasted a lot of build time. To sum up, build a barracks before your refinery.
I know that this section won't have been the most pulsating read for competent players as it does simply deal with build orders and speed, something the competent player should know like the back of their hand. Yet many people do wreck their chances of winning as a result of stupid build orders and building slowly. The legends of Red Alert 2 have become legends as a result of their build speed and orders; everything is perfectly refined. Speed is vital.
Summary: Place structures down as soon as they are ready for doing so. Make sure that your build order is sensible and suited to the game - e.g. if you are playing a naval war game then make sure you build a naval yard before you build your war factory/radar. The basic message behind building competently is: Don't build what you don't need or won't use.