I tend to play a lot of cultural games on Immortal... Contrary to what a lot of folks say here, I will work the Tradition, Liberty and Piety trees together..The order will vary, but, in gneral... I adopt Tradition first... My second policy will often be to adopt Piety - especially if I can get it before finishing my first shrine. More often than not my third will give me the faith bonus on my shrine from the Piety tree, followed by getting my free monuments. (I generally build a monument in my capitol first, so I like to time this with my second city.) Thereafter, I push through the Lliberty Tree.... Depending on need, I may pick one or two policies up from Tradition (i.e. for happiness) before finihsing liberty.... This tends to lead to an empire very strong in culture... Other than that: I will almost always build a scout first, followed by a monument. (With Shoshone, I'll build two pathfinders if I have a lot of land). As soon as I have the gold, I'll buy a second scout. I love getting faith and culture from ruins.....
Wonders: I'll sometimes take a shot at Pyramids and often at the Oracle. However, I generally don't go after any others until the Medieval Era.