Each time your city levels up, you are given a choice of rewards. The first choice is +1 star production or an explorer. Go with production unless you really need to see what’s nearby in a hurry; for example, if it’s late in the game and you need to explore a few bits of the map to finish the Explorer task.
At level 3, you can either add a wall around the city or get a one-time bonus of five stars. City walls are a considerable boost to units behind them. Go with the wall unless you’re confident the city will never come under attack.
At level 4, you choose between a population increase of three for the city or border growth. Border growth is generally the better option since you can improve the newly claimed squares to increase the city’s population. If the squares outside the city are already claimed by other cities, then choose the instant population boost.
At level 5 and beyond, your options are a park or a super unit (giant). The park is worth 250 points, which helps in Perfection and Glory mode but is worthless in Domination. Giants tend to trample most other units in fights, especially when you create a battleship with the health of a giant.