I have a really bad case of wonderlust

I'm an Immortal player but just can't seem to give up my favorite wonders: Stonehenge, Oracle, and Hanging Gardens if I can beeline it. I find myself in positions with very few ranged units when I need them most, and can't seem to give up my addiction to Wonders. I feel like if I don't get at least 2 wonders I will fall behind later.

Any recommendations on strategies that can help me cope with my problem?

Yes, wonders need to either play a critical part of your strategy, or they need to be dismissed.

Wonders provide BONUSES- not necessary elements to your society.

If you start in a capital full of gold/silver hills but have no worthwhile food tiles- you may want hanging gardens.

If you are making a strong religious play- stonehenge

Oracle- never needed, and sometimes even hurtful with the no-save-culture anymore (but may be nice for a cultural game)

and so on...

If the wonder doesn't fit, skip it, wonders don't matter if your society lies in ruin.

On Immortal Stonehenge (or) HG AND Oracle is completely doable so it's not that much of a problem. However, HG is the more risky one since it could get snatched around T55-T80. That's a pretty risky thing when you could be make 5 archers with those hammers.

Adapting to each game is more important than any "forget the wonders" advice we can give you. If you have fairly friendly neighbours try and make that Stonehenge or HG in the first 60 turns. But if you don't, consider making 4 archers and see whatever wonders is left afterwards.