I think people tell you not to worry about building Wonders is because it's so much easier to concentrate on popping out settlers and building a large empire instead. That way when the AI is focusing on the Wonders, you can start amassing your attack force. Eventually, you can just take the Wonders from them.
If I find myself behind in techs, I do one of two things. I either go for the Great Library ASAP, which usually gives me betwee 2-10 techs for free. But keep in mind you have to know the two most advanced civs at the least for that to work, and the discovery of Education makes it obsolete (but it is a nice culture giver). If you can't build it early, forget it.
Or, I concentrate on building a huge treasury and buy enough techs to trade my way into a competitive position.
Mostly though, I just start hacking my way through the other civs early and often. Ten swordsmen (I always play Germany) and you can take two or three cities easy. Attack those resources too! I crippled Russia the last game because they relied heavy on their horsemen. After stacking three pikemen on their only source of horses and pillaging the roads they ran out of attack forces very quickly. What few regular archers they could muster were killed to the man. The rest of their country fell soon after (thanks largely in part to expanding my own borders over the horse resource and building Knights. Thanks suckers! Ha ha. Now to punish those English!).
I used artillery all the time. More so even than Bombers. A Stack of 10-20 artillery with infrantry guarding is a real advantage (make make sure you protect it!). With a bomb radius of 2 squares, you can attack those roads and resources! Fret not over the carnage and craters. You can always steal their workers and enslave them to rebuild the country after you take it.
I have a passive/aggressive approach to conquest. Enter into a Civ and don't get greedy. Use your tanks to cause havok, take a city or two, and then fall back. When the enemy Civ sends out their couter-attack, they run smack into my artillery stacks! When they are running back home at 1HP, then the tanks mop them up, and my invading army advances. Attack, fall back, repel their counterstrike, rinse, repeat. That's conquest. Remember to hit them in two different places at once and divide their forces. I always land 6-8 transports full of tanks/infantry/arty at a time. Since C3C transports only allow 6 occupants, I'll land 10 if I can. Three destroyers to protect them. Just land your forces! Who cares if the other Civ's sink a transport or two on their way back to pick up reinforcements.
The key is timing. Attacking a smaller Civ might be a sure win, but it will surely make you look bad. Maybe the other civs will al gang up on you, and you could be fighting a three or four front war. Why not attack the 2nd largest Civ instead? If you cripple them then there is nobody left to for the other Civs to run to and form a military alliance. And then you can go back and sweep the smaller Civs off the map at your leisure.
Use those nukes. There's nobody big enough left to oppose you now.
Pollution, Global warming? Who cares about damages? One game I played I had 60+ workers, and not one of them I had built myself. A slave nation. Don't forgett to transport them to your newly conquered land when the danger of a counterstrike is gone. You'll want to get the country back in shape as soon as possible.
But in saying that, in all my years of playing Civ, I haven't managed to be happy moving permanently to a level higher than Monarchy. Sometimes I just want to win, and it's the "story" of my Civilization growing that's more interesting to me. But I'm a bit odd like that. 
and more relaxing 
