Going to take a break from Immortal difficulty. Sucks the fun right out of the game for me. I take an inch, they take 2 miles. Seriously wanted to rip my hair out every time Wu popped a new wonder that I was after and then she moved a settler on my island and put up a tent next to me. Then I was informed that she was looking to eat my cities. Lol, quit.
If you'd go for Domination Victory you wouldn't say 'Wu beat me to wonder' or 'put up a tent next to me', but you'll just say 'thank you Wu for another wonder in Beijing' and 'cheap XP for my troops'
You have to be more aggresive. Abuct workers, body block and/or capture settlers. Bribe more. Let them fight instead of wonder-whoreing.
Or just capture some capitols overloaded with wonders. In my last game I had to capture Paris for example. To much turism, to much pressure. My people didn't wanted german beer anymore, they wanted french wine. So I said, OK, lets go for some shoping