Ideologies don't exist in a vacuum. You might benefit from being a member of a specific Ideology or face consequences from it due to actions beyond your control. Here are a few ways to handle the system so you are the one calling the shots.
Early Adopter Bonus
Being quick to research modern Technology allows your civilization to pick their Ideology before many others. The downside of this is that you don't know what all of your rivals are going to pick. This means that they might all choose something else and work against your interests. Yet, there is a major advantage to grabbing the first pick. Early Adopters get free Tenets when they choose their Ideology. These are effectively instant Policy upgrades that let you head toward the higher levels of your Ideology sooner than anyone else. Because the top levels have such major bonuses, it's quite nice to get there as soon as you can.
Another advantage to this is that your selection might influence other people, in a multiplayer game. If they think that you're going to use the World Congress to promote your Ideology, they might fall in step with you in order to get free Delegates for being on the right team. Being an Early Adopter who is in control of the World Congress is a great boon in multiplayer. Your rivals will put real thought into this before making their choices.
If you like being the trendsetter, make sure to set your nation up for it ahead of time. Run through the Technology Tree and pick up Industrialization before many others get there. Save Gold while doing this, and grab enough Coal to buy or quickly build a few Factories. These let you start your Ideology before the Modern Era, and the Factories are helpful with late-game construction projects. It's not like you're wasting your time or money to put down Factories in your three best cities.
Skip Ahead
Games that start in the Modern Era open the Ideology menu on the first turn after you found a city, but there are no Early Adopter bonuses in these games. It doesn't matter if you get to have a turn before anyone else; the game keeps things fair.
Late to the Party
Not everyone gets to be the leader in research or construction, so you won't always get to be the first nation to select an Ideology. That's okay! You miss out on the Early Adopter bonuses, but you get a ton more information about what to choose. The Ideology screen tells you which nations have gone toward various Ideologies. If you're behind on Influence (check your Tourism screen to find out), then pick an Ideology that is popular. That avoids getting pushed around and losing Happiness.
Or, if you're very influential, try to be the odd civilization out. Your influence over the other nations will damage their Happiness and make them deal with the consequences. It's win-win for you.
Take the time to back out of the Ideology screen and look into each rival that's already chosen something. If the world is relatively balanced, go with whatever selection would help your intended victory type the most (e.g., Autocracy for Military).