Sometimes, when we're playing Twilight Imperium, if we're in a tight spot or a position to advance, our play group tends to pick the strategy that will help their board position (for instance, Diplomacy) over an available Imperial, but this doesn't necessarily seem optimal. You do get an advantage on the board, however, those two victory points are now someone else's. Should you always take Imperial if you can, even if it seems like another strategy will help you more on the board?
For straight Twilight Imperium, unless you are at a guaranteed win, your first two choices are Imperial, followed by Initiative. If you don't take either of those, then you'll essentiall get skipped over the circle and be two points behind.