For me, I always spawn in my garage and either choose a ride or go on foot to check out the lobby to see what's going on.
I prefer to make a bit of cash before I relax into a Free Roam session of mayhem, but often trouble comes calling and I don't have to go find it.
My typical routine is to get a decent car and sell it, find a Simeone car and export it to him, knockout a few NPCs for a few bucks, rob a few stores, and eventually hunt some bounties, if there are any.
If I can make a few thousand, then I'll just get into the Free Roam mayhem mentality. Otherwise, if nothing's going on, I'll go to the job list.
What do you find that you do, routinely, when you log in?
Do you have a set priority of jobs or things you like to do?