First of all, you must build enough military units to get an decent army and be respected by others civs.
If you play regent or higher, you may set your research to 0% and buy techs to others civs and sell to the others that don't have it.
Must have wonders:
Darwin's voyage. Allow you to distance others civs in the tech race.
Wall Street: When you are the first in the tech race, allow you to earn 50 gp per turn if you keep 1000 gp.
Then, you may increase research to 100%.
Hoover Dam: Boost you productivity. Factory are usefull too.
UN: it's better YOU DECIDE when calling a vote.
Tip: For be the first to build wonder or to increase spaceship parts faster, always build palace or forbidden palace in your most productive city.
A nice trick I've found is to start your big shield production cities building "large" projects a few turns before you get the requisite tech to build specific components. Good ones to go for are massive city improvements like solar plants or palace. As soon as you get the tech switch production from improvement to spaceship parts which your cities have already half built for you.
Just be careful to keep an eye on the "turns to complete" on the city improvement and the turns to aquire the tech.
"Hey we've got this palace we don't need - stick some wires on it and we can call it a Stasis Chamber"
Redvane, your concluding joke is most apt. Although the game is true to life, this must be one of the queerest things about it. I think it should be one of the details that the makers start out from when they plan the next sequel.
"Ooops, the Germans are coming. That UN-building will make a nice battleship. Get moving"
Choose the techs that get you SS parts. Sounds dumb enough, but why go for recycling when you can win the game in a few turns? Get Space flight ASAP so you can start the Apollo wonder sooner.
Of the choices that lead down to SS parts, I usually go for Nuclear Power Sooner so I can get a Nuclear plant in my super cities and boost my production. You need it anyway to research the Laser to get a part. I coupled that with an Iron Works in my last game - oooh, 150+shields/turn baby .
All I've needed is maybe 3 good cities that are my SS builders. At that point, my cities don't need many more improvements to change the outcome of the game. Tthe rest of my cities are building units or wealth.
In the Industrial Age, plan your 3 producing cities and make sure they have a power plant before the Modern age so building your Nuclear plant doesn't take as long.
You may want to not be in Communism because of corruption in your core cities. You can be in anything else & still be ok (even Monarchy).
If there is a Civ to be for a space race, I'd lean towards a Scientific one (you can make a case for the others too, Commercial wouldn't be bad). Getting a free tech at the Modern age can give you a leg up. Assuming you are likely to have more libraries & universities means you will likely have a better tech rate in the modern age and get to the techs sooner.