What are the most useful Major Improvements in Agricola?
For a grain-based strategy the Clay Oven is key. It's incredibly efficient (1 grain-> 5 food), and crucially, requires only one stone, so you can get it early (guaranteed before the second harvest). In most of my Agricola games, one player will take the fireplace/animal eating option, and the other will go for a grain/baking option.

My other key improvement is the Well. The in-game effect (5 food) is marginal, but the 4 points at the end make a huge difference, and are great value (often equivalent to renovating your entire house, for example).