I would actually use... cement, because your premise is wrong:
On lifeless planets there is no organic materials such as limestone because there was never any life.
Limestone is not an organic material (I guess the right word would be an "organic compound"). Limestone is just calcium carbonate. And there's no reason why there couldn't be sedimentary deposits of calcium carbonate without biological elements.
If calcium (and carbon, and oxygen, and hydrogen) present in the planet's crust, you will be able to synthesize cement out of it, albeit at a much higher cost than using calcium-carbonate-rich limestone.
There's basically just allot of basalt and other igneous rocks.
Feldspar is an igneous rock containing calcium. Melt it down to separate the silica and aluminium, and you'll be able to synthesize cement.
Granted, the cost would be very expensive. So to answer this question one would need to know the geological composition of the planet's crusts, to see which useful compounds are readily available. Methane-rich planet? Synthesize plastics. Aluminium-silica rich? That means clay, which means ceramics. The best material to build cities with will depend on the availability of local compounds (which varies wildly from planet to planet), and the industrial tools that the colonists can drop on the planet (e.g. nuclear furnaces).
Edit: User @Luaan pointed out that limestone is a biogenic substance, one produced by alive organisms, and that made me remember about oil-eating bacteria.
So if the lack of biogenic materials is a problem, but the planet's crust has the chemical elements needed for those materials, a solution would be to use engineered bacteria (or other microorganisms) to produce those materials (e.g. turn feldspar into limestone). This would fall into the umbrella of terraforming.