I think arguments can be made for each of the three possible capital sites: current location, 1N, or original settler site. The first two keep the
option of going after an early stone wonder. You will still have a bit of time to do some exploring before deciding whether expansion can be delayed to pursue a shiny stone thing.
As to which wonder, GW is the stronger of the two IMO, although that's mainly because early Great Spies are so overpowered. We've already seen that effect in the Gilgamesh ALC game so maybe it's not a good option here. SH is a bit cheaper so it will cause less of a delay with expansion and it fits in with an overall strategy of trying to generate Prophets. What to do?
As to the details of how to go about it I see two approaches, the direct get it ASAP approach and the delayed, after expansion to 2 cities approach. The first pretty much guarantees not being beaten, while the second minimizes the impact of pursuing an early wonder.
The first would involve teching Mining->Masonry at the start while building a worker first. (There's really no point in researching Masonry first since the worker won't be available that early and Mining will make Masonry a bit cheaper.) The worker then roads to the stone tile and builds the quarry, finishing around 3000 BC. While the worker is hooking up the stone BW is researched. It will have several turns left when the worker finishes the quarry, so the worker will need to road a couple of forest tiles.
Once BW is finished the worker can start chopping a forest. If the city switches to the wonder build as soon as the quarry is finished, and works the stone tile, Stonehenge should finish around 2700 BC, while GW will take a few turns longer so a little after 2500 BC. Then the expansion phase can begin. Of course if the scouting warrior finds that the neighborhood isn't really conducive to pursuing an early wonder then Masonry and the wonder can be skipped in favor of getting BW earlier for fastest possible expansion.
If I was going to try for delayed wonder building I would start by researching Mining->BW. Since there would be nothing for the worker to do other than road building I would start by building a warrior. By turn 14 the warrior can be done and the city grown to size 2. At that point start on the worker which should finish around the same time as BW. The goal should be to finish the worker the turn after BW finishes so that it can be whipped for maximum overflow.
The overflow would provide about a third of the hammers needed for a settler. The worker can then chop a forest (with the hammers put toward the settler) and then road to the stone tile. Masonry would be researched after BW and should be done by the time the road is finished so the worker can build the quarry. This gets the quarry done around 2600 BC.
Meanwhile the city should be building a warrior (other than the whip overflow and chop turns) until it reaches size 2, then switch to building the settler. I would look to whip the settler the turn before the quarry finishes. This should provide a lot of overflow hammers that can be put toward the wonder (with the stone bonus since the quarry is hooked up). The worker can then chop a forest to help speed the wonder. With this approach SH should finish around 2400 BC and GW around 2250 BC.
It's possible that you'll get beaten to them, but if you do you'll get a nice return on the hammers invested. And whether you get the wonder or not you still get a second city founded around 2500 BC (with copper revealed) so early expansion isn't seriously compromised. Of course you again have the option of skipping Masonry and the wonder if you decide that a focus on expansion is the best course of action in this game.
I would follow up with Agr->AH to get the two food tiles improved, and reveal horses in time for placement of a third city.
That should be enough for the first round.
