Arguably the most powerful unit in the game, Arka Sodara is an autobuy in just about every set it appears in. You will absolutely need to buy it. The gamepedia article (written partly by me) tells you most of what you need to know about using it: you don't want to get it first usually unless it's denying a good amount of absorb.
The largest absorber in the game, Defense Grid is the single most high-econ supporting unit you will ever see. In base+Defense Grid you probably get 4-5 Engineers to produce Drones faster, but some of the other units here probably lower the optimal econ size a bit. Anyway, you will have to get a Defense Grid in this game or you will certainly lose; absorb is just too strong. Remember not to put it off for so long that you end up unable to get it!
The most aggressive unit in the game, Tia Thurnax is yet another strong legendary that you need to keep in mind. Buying it too early is usually fatal, but well-timed it can turn around an otherwise lost position like nothing else. It's therefore important to get a Conduit somewhere, because you will want to buy a Tia Thurnax as soon as you think it will be enough pressure to make your opponent crumble.
A highly efficient alternate econ unit, Thorium is something you should almost never skip. I actually kind of hate this unit because it forces green on both players and also restricts build choices a lot, but it's here, so we'll have to deal with it. Note that in sets with Thorium you should generally not get a third Engineer, because the only reason to do that is to get more energy so you can spend more gold per turn on Drones, but Thorium allows you to do that without buying additional Engineers.
Ferritin Sac is a utility unit, not something you get unless you have something very specific you want to buy with the blue. Defense Grid is a perfect example of when it's good to get Ferritin Sacs - you probably don't want three Blastforges in this set, so just use a Ferritin Sac to get the third blue one time.
Immolite is approximately as efficient as Tarsier without the offensive finesse it provides (slightly better). In the early game you'll want to buy some Tarsiers first since they're better at low inflation, but once it gets into the mid game Immolites become better. Alternating between Immolites and Tarsiers could also help as it makes it harder for the opponent to defend on the on turns and harder for them to efficiently spend their blue on the off turns.
The strategy, therefore: Open with Thorium Dynamos (not t1, of course, but mix them in as they fit into your build), but don't wait too long to start getting attack, because Arka Sodara and Tia Thurnax might make you regret it. Also don't buy too many Dynamos because you want some real Drones to eventually buy Tia Thurnax with (and to turn into Forcefields). You want to buy Arka Sodara before Defense Grid (because if you buy Grid first then Arka's promptness is wasted), but you also don't want the opponent to deny your absorb, so probably try to wait until they have about 10 attack or more (at which point you will want Defense Grid immediately thereafter). Finally, don't get three Blastforges; use Ferritin Sac to get your Defense Grid.