Yes, Continuous Wave Laser Operation is a good start, but most will focus in infantry weapons first (lots of player seem to love heavy laser) rather than aircraft weapons, one non-robotic alien autopsy and the Alien Breathing Apparatus in order to be able to capture live aliens (and stun civilians too, wich may come in handy), and the Alien Body Armour to get Nanocomposite Armour as soon as you get your hands in one, would be my priorities, I'd leave autopsies for the end and IIRC most of the later intelligence research will require that you capture lots of aliens so intelligence can wait a bit IMO (tough Alien Origins allows you to research the UFO components I dont remember if they are used for something in 2.3)