Your most important buildings, particularly near the start, are your Headquarters, your Vault, and your Sawmill. You lose the round if the Headquarters building is destroyed, since nearly everything else you own is automatically destroyed and any resources you haven't placed in the Vault (which can store 25% of them). As for the Sawmill, it is required to produce wood, and most upgrades you might make require wood. Therefore, make sure that you keep your Headquarters and Vault in great shape, upgraded as possible so that they will improve your performance in all other areas.