I do administrative first. I don't take any noncored land for myself until I get to adaptability. After that it only takes 13 to 20 months to core provinces in your cultural group. I take quantity second because the constant wars put a real strain on your manpower. That way I can pretty much fight all the time. You start with 110 discipline and get 15 more through events early so you don't need any more boosts in that area until you start to fall behind in unit quality at tech level 15. I use diplomacy as my third idea.
As for getting rid of the colonizers, you really can't take them out fast enough. Castille is fairly easy to stop, but Portugal is really difficult to deal with because it moves it capital to one of its islands if you force it off the mainland and still somehow has enough money to get most of South America. England will also start colonizing around 1510.