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So this is a little blog about upgrading order. I guess.

But first: HQ always comes first, doesn't matter. As long as you got the XP requirement for unlocking the next level of HQ, do it. There's no downside and you get more offense and defense capabilities.

Significant ones to do include: 

Headquarters17
HQ Level Significant Stuff
5 Zooka (for Hooka), Sculptor
6 Stone, Task Force, 4th LC
7 Shock Bomb (tell those OP defenses to shut up!)
8 Warriors (powerful unit, especially with level 8 LC)
9 5th LC, Iron
10 Barrage
11 Tank (the basis of Tmed, future overpowered army of no-loss destruction)
12 6th LC, Boom Cannon (anti-Tank weapon), level 12 LCs (extremely great for anything except warriors)
13 Rocket Launcher (anti-Rooka weapon)
14 Smoke Screen (the era of Smokey Warriors begins)
15 Medic (revives Tanks and Rooka combos), Weapon Lab (the prototypes it can make are able to devastate)
16 7th LC, Grenadier (for Grankmed), level 16 LCs (much help for Hooka / Tmed)
17 Shock Launcher (great threat to anything), level 17 LCs (fits 7 Warriors/boat, and also a Scorcher)
18 Scorcher (for Scorcher-Zooka or Scorcher-Tanks)
19 Critters (great distraction for single-shot defenses, also doubles as an emergency cleanup weapon)
20 8th LC, 2nd SL, level 20 LCs (boosts just about every comp known to mankind)
21 Level 21 LCs (if you ever need them for Medic-dependent armies)

Offense

Generally there's no definite "best" upgrading order for stuff, but you may do want to upgrade these at your own discretion. Upgrading multiple army compositions at once seems overwhelming but is good in the long run.

Among all these, I'd say Sculptor comes first because that means more potential Magma/Dark statues on your base which improves offense :)

Warriors

Warriorc

This is known to be one of the most popular armies.

Upgrade order:

  1. Gunboat, for extra GBE which may mean the difference between an extra Shock Bomb or Critter box or not.
  2. The Landing Crafts, get them to all level 8 first, then level 11 next, then level 14, then 17 and then 20. Do three upgrades on one Landing Craft, once they reach the levels stated here start working on the next LC. All LC upgrades provide one extra housing space so it is always advisable to upgrade the more lower-leveled LCs first, because they are cheaper and take less time.
  3. The Warriors themselves, there's not too much to say here. You only have one troop to upgrade when focusing on this army comp. Do these upgrades alongside your LC upgrades so that you don't lag behind on actual Warrior level.
  4. And Gunboat Weaponry that remains. Upgrading the Shock Bomb is highly recommended; of the following three weapons, upgrade at least two, all three if you can: Flare, Medkit, Smoke Screen. Artillery and Barrage aren't too necessary unless you are intending to take out a Flamethrower, Mines or something else before landing. Critters can be useful to distract defenses to minimize casualties from single-shot defenses like Boom Cannons, and may also buy your Warriors a few extra seconds.
  5. And then your Armory. If it's maxed for your HQ level, get the XP to upgrade the HQ, rinse and repeat.

Hooka

Heavies and Zookas. What else did you think? Might include Medics.

ArmyThumb

Upgrade order:

  1. Landing Crafts. Generally you want to level them up to even-numbered LC levels because they'll provide the space for one extra Heavy or Zooka. Do all your Zooka crafts up first, because the Zookas will benefit from the space before the Heavies. Get them two levels at a time, then work on the next Craft. Once all the Zooka crafts are done, get them up two more levels each for the space for Heavies, the number of times you do this is equal to the number of LCs you use for carrying Heavies to battle (e.g. if you had 3 Landing Crafts of Heavies, upgrade 3 Landing Crafts), swap around the Heavies and Zookas such that the Heavies are on the bigger LCs that you upgraded earlier, and then upgrade the lower-leveled LCs to match the level of the highest-leveled LCs. For example, if I had 6 LCs (8, 8, 8, 8, 8, 8) and 3 boats were used for each of Heavies and Zookas, I would upgrade the three Zooka crafts to 10 (8, 8, 8, 10, 10, 10) first, then work two more levels on each of the higher-leveled crafts (results in 8, 8, 8, 12, 12, 12), swap around and use the Level 12 LCs for Heavies instead of Zookas, then upgrade the Level 8 Landing Crafts four levels each (12, 12, 12, 12, 12, 12). Or, if you want a more even upgrading scheme, just simply work on your LCs two levels at a time.
  2. The Heavies and Zookas. What else might you have thought of? If you want a more tanky Hooka go for Heavies first, if you want more DPS upgrade Zookas first. As always, work on these guys alongside your LCs, not after all of them are finished.
  3. The Gunboat, it's not that important with this Armory but extra GBE sure helps sometimes.
  4. Gunboat Weaponry, it sure helps. Artillery and Barrage are a big help in taking out important Rocket and Shock Launchers, Protos and Boom Cannons, and Shock Bombs and Medkits are for support.
  5. And then Armory once you've maxed out everything listed above. Return to Step 2 (1 if you have rushed LCs) and repeat.

RZM

Rifleman + Zooka + Medics. Nuff said.

Upgrade order:

Riflemanc
Zookac
  1. Gunboat Weaponries. They're pretty important, especially Medkit, Shock Bomb and Smoke Screen. You'll also need good Artillery and Barrage to take out all of the Rocket Launchers as well as maybe a Shock Launcher. Do these Armory upgrades while you're upgrading Landing Crafts.
  2. The Gunboat itself, you'll need it to destroy the Rocket/Shock Launchers. Good GBE is also recommended.
  3. The Landing Crafts, you don't need too much of a priority, upgrade them evenly on the Rifleman half and two at a time on the Zooka half. If you want more DPS have your Troops switch LCs whenever your Riflemen have the even-numbered upgrade to fit the extra Zooka. Whereas if you want more tanking against Cannons and Boom Cannons, simply upgrade your crafts as evenly as possible. Make sure to get at least one or two level 11, 16 or 21 LC first for the Medics if you use them.
  4. The troops in the Armory, do get the Medics upgraded first, Riflemen or Zookas at your preference of DPS over tanking or vice versa.
  5. And then the Armory itself, repeat as necessary.

T-med

Tanks and Medics, notorious combo for not losing troops.

Upgrade order:

Tank solo
Medicc
  1. Artillery and Barrage from the Armory. These guys are important for taking out at least half of the Boom Cannons in the defense such that you won't lose too many Tanks to them.
  2. The Gunboat, you'll need a decent lot of GBE for this army. Without GBE statue boosts, you might as well have a maxed Gunboat as a minimum. I'd recommend having at least 50 Gunboat Energy if you want to use this army, assuming 2 Tanks per LC, that is.
  3. Tanks in the Armory. You want to maximize their damage so that you don't run out of time in all sorts of raids. Follow those up with Medics.
  4. Other Gunboat Weaponries. Shock Bomb is pretty useful when combine with Flare, and Smoke Screen is for protecting your Medics if they come under Sniper Tower fire, or to let your Tanks heal up a bit more. Critters are great to distract single-shot defenses momentarily.
  5. Landing Crafts, they're not that important if all of them are at least level 12 (you should have those by HQ 15) because it's gonna be a tough journey to upgrade the LC to level 20 just for the third tank (and even that opportunity doesn't open up until HQ 20 itself). However, you might want to get two or three Landing Crafts to level 16, to fit the 4th Medic. If the HQ21 opportunity arises, make LC 21 a top priority for the 5th and final Medic.
  6. Upgrade Armory, and start again from step 1 with Arty and Barrage.

Scorchers and Tanks

Scorchers and Tanks, another good army composition for no-loss raiding.

Scorcher Tanknew

Upgrade order:

  1. The Gunboat. Landing the Scorchers and Tanks themselves eat up a load of energy (an typical army of 4 Scorchers and 12 Tanks require 72 energy alone to land, and this figure increases for more Scorchers deployed). As such, it is practically required to max it out for your HQ level before even trying it out, and go get at least 2-3 GBE statues.
  2. Scorchers and Tanks in the Armory. Level 1 Scorchers are pretty fragile and hence, you might want to upgrade them first. And obviously, upgrade the Tanks for extra DPS so that your army plows through the base faster, so that heavy defenses won't blow up the Scorchers.
  3. Gunboat Weaponry. Consider upgrading Shock Bombs and Critters to avoid single-shot defenses such as Boom Cannons dealing great damage to your troops, as well as Smoke Screen to cover up endangered Scorchers. Artillery and Barrage may be important if you wish to destroy some defenses before landing (though you'll likely have a very small amount of energy to work with if you do not boost GBE).
  4. Landing Crafts, 17 is important for Scorchers (level 16s hold zero Scorchers) whereas 20 can be worked to for Tanks (12 is enough for two, however you should have them by HQ18). Until you reach HQ20, focus on upgrading the LCs to 17 so you can think about using this army composition.
  5. Armory if it is not maxed for your HQ level. Repeat if needed.

Defense

Defense is something that you can ignore at the expense of getting raided by practically everyone who finds your base as well as take away any chances of you getting Intel and Diamonds from defenses or defending Hammerman. Ever since the beta of Boom Beach, defense is vital to prevent your resources from being stolen by other players. As such, defense can be upgraded to increase your XP in order to upgrade your HQ. Again, there is no definite "best" upgrade strategy for defense, just do whatever that floats your boat (and base).

As a side note, the Weapon Lab fits anywhere on my suggested upgrade order of defenses, depending on how you intend to use Protos on your base. If you are less active (therefore being less able to obtain Proto parts) or do not intend to build multiple and/or high-end Protos, it will not be a priority.

Shock Launcher

ShockLauncher3

Shock Launchers are a powerful weapon to upgrade. They can stun a large amount of troops at once, immobilizing them for up to 3 seconds at a time (as compared to their fire rate of 5 seconds per munition). As your base can hold up to two Shock Launchers, they can immobilize troops indefinitely given that they are leveled high enough. Although it is expensive and it deals low amounts of damage, it will do a great job against RZM, Tmed and SW armies.

Boom Cannon

BoomCannon15

Boom Cannons are the ultimate bane of high-health troops such as Scorchers and Tanks, dealing extremely high damage per hit which is capable of killing off lower-leveled Heavies or Tanks outright and putting a decent dent in a Scorcher. Your base can have up to five Boom Cannons, which exceeds an average of one devastating shot per second if they are all functional. They will be good to mess with Tmed, Scorcher-Tank and Hooka armies, though they will definitely be less effective on say, RZM.

Rocket Launcher

RocketLauncher7

Rocket Launchers are great threats to RZM and full-Zooka armies, both of which overpower Boom Cannons easily. They are hence a complement to Boom Cannons; the Boom Cannons take out the meatshields whereas the Rocket Launcher takes out the infantry. Though it does rather negligible damage to Tmed (unless massed like in True Love), it will still do decent long-term damage against un-medded Tanks.

Flamethrower

Flamethrower18

With high-level Shock Launchers, Boom Cannons and Rocket Launchers gearing up to provide the captaining force against the common armies of Tmed, Hooka, RZM, Flamethrowers cover the last base by providing one half of an anti-SW defense (the other half being the Machine Gun's doing). Burning Riflemen and Warriors to cinders swiftly and mercilessly, they are useful to kill off large chunks of Riflemen off an RZM army as well as Warriors 'round the HQ when upgraded to a high level.

Cannon

Cannon21

4 or 5 Boom Cannons may not always be enough to support the defense against Tmed armies (any Bart at the beginning will most likely take care of all but two or three Boom Cannons). In that case you get five or six Cannons to weaken those high-health troops. They may not be as good as the Boom Cannon when it comes to high-health troops but they are certainly better to face massed infantry when compared to the Boom Cannon; however due to their one-shotting nature on such troops like Riflemen or Zookas, upgrading them will only increase their ability to withstand more enemy firepower when it comes to dealing with infantry. As Boom Cannons can pose a bigger threat, Cannons can often be overlooked, and maxed ones (or even those level 20s) can definitely teach them the error of their ways (dealing roughly 85% of the BC's DPS).

Mortar

Mortar21

Mortars are your first splash defense and remain a fundamental part of driving off massed infantry such as Rooka. While alone they may be rendered less useful owing to the possible presence of Medics (three maxed Medics can outheal a maxed Mortar), in groups of three or four they may pose a big trouble to Riflemen, Zookas, Grenadiers, Warriors and even the Medics themselves. Mortars firing at the same time can be a pain as not many troops can survive a blast dealing a total of about 1,600 damage (more even with any Damage Amplifiers or DBD statues) from the four Mortars you are given.

Sniper Tower

SniperTower21

Sniper Towers are good to deal moderate damage and are a good all-around defense. At high levels, as you can notice on many NPC bases above level 40, they can easily shred through lower-leveled Heavies and Tanks as well as snipe off important Medics occasionally. With enough DBD or when Amplified, they can certainly double as a Cannon built to take out RZM or other infantry armies (they do fire twice as fast as a Cannon and 2.5 times faster than a Doom Cannon). They are one of few defenses capable of finding Grenadiers and snipe them within a few shots (however one Sniper Tower's damage alone can be outhealed by any nearby Medics). They are one of the cheapest towers to upgrade, at least until level 20, but their usefulness can already be proven by that level.

Machine Gun

MachineGun21

Machine Guns form the other half of a good anti-SW defense (as explained earlier), as their damage is extreme to those nearby. Especially deadly to Warriors (and to a lesser extent Riflemen), they can also pose a minor threat to Zookas, their inaccuracy against them balanced by the fact that it only requires a few hits to kill them. Unfortunately, their low health allow most Machine Guns, even with a bit of Building Health, to be taken down by two Artillery shells. They are most useful to deal with any SW attacks as well as pure Rooka.

Mines

Mine
BoomMinec
ShockMine

Mines can be considered less prioritized especially since they are upgraded in the Armory, not by having your builders crowd around it for a day or so. As your Armory may be more occupied with upgrading offensive capabilities most of the time (for which it should usually be), your Mines may get neglected.
Despite this, each type has their own powerful single-use abilities that should not be overlooked.

Normal Mines

Normal Mines come in major abundance as the most common Mine type to be seen in your base. They are especially useful to take out infantry, such as Riflemen and Zookas, and in large amounts, can dispose of Grenadiers and Warriors. Though Medics can be a major counter to its effect, which largely negates its use, without these Medics, infantry will have lots to worry about if unprepared (low-level Medkits may not always be enough). They are also useful to take out Critters when in pairs or triplets (which require level 18 and level 14 Mines respectively to work), minimising the effectiveness of their distraction.

Boom Mines

Boom Mines are a detriment to high-health troops. Though not usually fatal, they can severely damage Heavies and Tanks and otherwise destroy Medics, Warriors and Grenadiers in a single trip. Of course, if they are well-upgraded, otherwise their rather measly 1,000 damage may be of little significance to high-level troops which will, with the exception of the most fragile troops, survive.

Shock Mines

Shock Mines are a good time-waster, regardless of whether it is upgraded or not. As they are unlocked only at HQ21, the damage they deal will be very light for enemy troops at that level, even on Zookas. The shock time, however, will be useful to put a setback in armies relying on Smoke Screens, and give your defenses some extra firing time.

Economy

If your offense is maxed for your HQ level, and you still don't have enough XP for the next HQ level, you have two choices for what to do next: to upgrade defense, which was covered above, or to neglect defense entirely, and upgrade the economy buildings: the four Resources' storages and producers and the Vault. With the exception of the Vault (which is extremely useful and can be prioritized over Armory at lower levels) and any storages you may need to build or upgrade for your offensive and defensive upgrade purposes (which is entirely optional, but does help save you a lot of Diamonds), the rest, such as Residences may be rather neglected due to the fact that attacking for resources can cover the costs of almost every upgrade.

Some play styles, such as a typical passive play style might actually prioritize economy over offensive upgrades. Examples include Thedukeofwinsor's Unopposed Progression guide, as well as the rather common turtling play style (some statue lineups of this play style include those composed mostly, if not entirely, of Ice and Life Statues.

Your economy priorities are likely to change as you progress through the HQ levels, at least that of the three building resources. A general guide of a typical player's needs of Wood, Stone and Iron is in the table below. It's more of a general pattern that you may experience during your journey and I have chronicled these experiences after observations from my accounts. Take the table as a reference and not a hard guide to live by, because your shortages of resources may differ.

HQ Levels Needs
5 and below Since you only have one building resource i.e. Wood, why bother worrying about lacking a particular resource? If you're lacking Wood then you're lacking Wood, that's about it.
6 The introduction of Stone might seem daunting since the only way you can easily get them before acquiring a Stone Resource Base is through Dr. T.
c. 7-8 Following the addition of a Quarry on your base, you should have less trouble with Stone and you might actually start to experience a Wood shortage.
9 Iron is more difficult to find than Stone, since again, the only easy way to receive them is through Dr. T.
c. 10-12 Another Wood shortage is most likely to happen seeing that the Iron economy is much more stable.
c. 13-16 You will likely start to experience another Stone shortage with a surplus of Wood and Iron. With upgrades that can cost in excess of 1 million Stone, you had better prepare well for it.
c. 17+ Stone and Iron experiences shortages as their expenses increase due to costs of upgrades at this level matching that of Wood, and being not as easy to obtain in Dr. T. Hence you will want to find more of both of them.

As for Gold, it's importance to you depends on your intentions. You're definitely spending more Gold when upgrading the late-game troops such as the Tank or Scorcher than you are when upgrading other things like Riflemen or Mines. Your needs for it can increase when you are doing more expensive Armory upgrades, such as when you are leveling up your Grenadiers from level 1 to level 10 quickly.

The list below is not in any particular order, simply an overview of how you can benefit by upgrading each Economy Building.

Vault

Vault15

Certainly the only Economy Building that I would classify as fundamental to your base setup. Instead of producing Resources of any kind (or providing a sizable storage; it does have one but it would be rather negligible in most cases), it protects these Resources. Needless to say, without a Vault, anyone who chances by and raids you will take literally everything from you. With a Vault, at least you wouldn't lose everything. If you are rushing through HQ levels, and can only choose to upgrade one economy building (but why anyway?) this is the economy building for you.

Gold Storage

GoldStorage10

You will want to max these out for your Armory upgrades, well unless you want to spend a ton of diamonds every time you do an upgrade due to insufficient storage space. Out of the four types of storages, this is the only one that requires you to max out all of the storages if you wish to perform all upgrades requiring its resource without spending a single Diamond (you can get away with having 1 each of the Wood, Stone and Iron storages being level 8 if you take into account a level 20 Vault). Besides, you will be more than likely to get stocked up with Gold during a raiding session, and upgrading Gold Storages make sure that the amount you cannot store from raiding is minimal.

More coming soon!