Early Wonders must have: Colossus and hanging gardens (especially if you don't get to settle on a river). Hanging gardens + trade ship is 14 free food, another trade ship is 22 free food (until you learn workshop and switch one over to production). For funsies: Great lighthouse. Situational: Petra for 2 more trade routes. Seriously, I don't get why YT play throughers don't do this. One guy was playing on a Europe map, where Rome is, and didn't search the coast until early mid-game and Sicily 5-6 tiles away.
if your scouts don't find anything within 20 spaces, start studying your ocean-going techs! You have GOT to get that food and production coming in to Venice by sea - to do anything else is bull-caca!