If I have 8+ coins and no Gold, should I buy a Gold or a Province?
Generally you want to get a Gold before you buy a Province in order to sustain your Province buying.

Exceptions include:


Situations in which you are using action chains for money (e.g., Minion, possibly Conspirator) because the Gold does not contribute to your chain in a significant manner.
When your Treasure Maps hit. If you have 4 Golds from TM, you should have the coin density you need for the game.
If there is a trash-for-benefit card on the board that you can exploit (e.g., Salvager, Expand especially if there are Colonies in play, possibly Apprentice). This will be situational; you need to make sure that you're going to be able to stay ahead of your opponent if you trash the Province.
If the game is ending quickly (e.g., your opponent is rushing Gardens or Duke/Duchy and the game is going to end on piles before you work all the way through your next shuffle).
If you have cards that let you discard for substantial benefit (e.g., Horse Traders is probably enough; Cellar is definitely not), you might be able to avoid some of the penalty for greening your deck early. But, this is a higher variance strategy—sometimes shuffle luck will make you successful, and sometimes the shuffle gods will not be amused.