Depends. Usually I start a wheat farm and usually start a farm for cows and chickens later on to get milk and eggs. then I start a sugarcane farm to get sugar for cake! I find farming animals for food useless unless you intend on making a wheat farm to breed animals. Overall, I am a farming kind of guy which is why I am looking for a mod that adds more types of plants and foods to the game.
Wheat farms never fails. If I'm playing on hardcore then the wheat farm is priority one after I have collected some wood and made a few torches.
The seeds are super easy to find, and in the morning you should find at least a few bones from sunburned skeletons that you can use to boost your farm. 20-30 tiles of farmland should keep you well fed.
A melon farm is a very effective and space efficient method of getting food, but you need early access to a dungeon, village or abandoned mineshaft in order to find the first seed. This means that melons will normally only be possible to farm later in the game and by that time you should have a decent wheat farm anyways.
Wheat is also important if you want to have an effective livestock farm.
It is more effective to feed the wheat to your animals as two wheat will give you one piece of meat (average numbers). So by eating meat you will fill more hunger points than you would eating just bread.
But for hardcore mode you will need a wheat farm on day one, on day two you kill some pigs to have an emergency stack of pork chops in your inventory.