For me, it all depends on my intitial squadron mix.
I usually try and form 1-2 raiding forces if I get enough J5/6 cruisers. I load up all the elite battalions (and sometimes the elite Marines) and send them off into Querion and Cronor subsectors looking to pick off undefended Zho worlds. The thinking here is that the Imperials _must_ build up a cushion of VPs in order to allow the offensives into Vargr and SW space to succeed. Far better to sacrifice the elites and some crurons if it means staving off defeat. As an FYI, most FtF games I play rarely last beyond turns 10-15, the Zho offensive is just that hideous.
Occasionally, if I get mostly J3 cruisers in my intitial draw, I might form a fleet to go after the SW right off the bat, launching from Lanth. Same idea behind that as behind the raiding force. Also, the psychological impact cannot be discounted.
Aside from that, I usually give the Duke the J4 scout and he races for the off-map area; I've had the Zho cut the X-boat route with those J5 crurons too often.
As for the J2/1 colonials, I wait until T2. I usually try to concentrate all the low-jump squadrons and have them wander back and forth along the main from Macene to Regina and clean up raiders/take back lightly garrisoned worlds. Of course, that all depends on how one reads the tanker rules
John and I had a discussion on this and if one goes with John's read, then the Porozlo J1s stay where they are (useless pieces of kit) and if one goes with my group's reading (that the tankers really are just another sqn for refuelling purposes and that the tanker capacity has to be tracked seperately from the sqns refueling status), then the Poro J1 stuff comes along, too.