There are a number of road options available to you, the main difference are roads and avenues. Roads can only be upgarded to higher density roads, and avenues can be upgrades to higher density roads, and high density roads with streetcars, which are an important form of mass transit in the game. Avenues can also be downgraded to roads.
Avenues are a lot more expensive to lay than roads, but I the medium density avenue are a perfect first option to start your town if you want to make some rapid progress and don't mind taking on some City debt in the form of bonds.
So you've made the decision on road type, the first road I like to lay is a square so it keeps to the correct perspective of the map - nothing worse than laying your first roads at the wrong angle, so shoot for the square road with the guides on and make sure everything looks like it is going to line up before plopping it, see the image below for a visual reference of what I am trying to say.
Don't make your zones too small that the buildings cannot increase in density later on nor too big that the middle of a zone is left empty.
Adding First Square Road
After the square road is laid, switch to the straight road option and start laying down some more roads, make sure you use the guide as you really want everything to line up neatly to make for efficent use of your total available space. Avenues ARE expensive so beware not to lay down too much. If you don't already have another city in the region with an established finance department you'll be restricted to three bonds of $25,000 at this point in the game, you don't want to take out more than two of these. Once you have a city hall, the limits on your borrowing jump to $50,000 per bond, and with a finance department, $100,000 per bond. Make sure you keep enough money to one side for your choice of power (select the lightning bolt to see your options and how much they cost), and water (select the tap icon to see your options and how much they cost).
Large Road Layout
The large road layout above shows what you can do if you borrow enough Simoleans at the beginning, I have chosen to use Medium Density Avenues as they are easy to upgrade later on and have ample density for the initial stages of the game. The size of each block in the above example has been drawn to accomodate up to four full size sky scrapers - One for each corner. You can make even bigger blocks than that, and slice them up later as you need the space, see the image below for an example of what I am trying to say. The highlighed road in yellow is being inserted to split a large residental block, it will create two new roadsides, so don't forget to zone them appropriately - in this case, residentially.
Splitting Larger Zones
Don't create blocks which are too small as you will either not achieve a high building density in the game later or end up having too many roads in relation to your RCI blocks.