If you do a search you can find plenty on this topic listed already! As for what is a priority you need to think of what you eventually plan to do with your puppy. If you want to do competitive obedience, hunting, agility, etc. then you should start working on those foundation behaviors right away.
Regardless, all dogs need good manners. So I start with eye contact, on cue and also rewarding it whether I ask for it or not! I also teach sit as a way to ask for things. So I have them sit to ask to be petted (no jumping), for getting up on the couch, throw a ball, etc. After those things I dont think it really matters! If you look at my toller puppy thread, you can see videos of what I am teaching my new puppy week by week (it's also on
http://www.youtube.com/user/fickla01)
Oh, and I also like teaching my puppy to think by playing lots of shaping games!
