I'm an unrepentant wonder-whore myself; that's why I don't play above Emperor.
My latest schtick is this: When I get a start with marble and stone, I beeline to Masonry first. Scout (who goes forward with prayers for tech or culture boosts), Worker (start improving the stone and marble), Monument (to accelerate policies: first 2 in tradition to get the capital Wonder bonus, then start filling in Liberty), Mausoleum (ka-ching), Buy a Stone Works ASAP, Great Library (jump to philosophy), Free Settler from policies (stake out the best luxury site within defensible range; preferably with multiple luxuries that can be brokered), Oracle (should be almost closing off liberty by now), Hagia Sophia, Chichen Itza with the free Great Engineer from Hagia Sophia, Notre Dame (available because the GL and Oracle will pop you a Great Scientist by now and with luck, you'll finish out Liberty and get the Great Engineer to rush it), Porcelain Tower...
Yeah, the game's pretty much won by then. Sometimes I miss out on Chichen Itza, but if I've got that obscene marble/stone combo at the beginning, I can usually count on the rest. At Emperor, there's usually an early rush war to deal with, but if I've got river tiles I can usually afford to rush the requisite defenders and still pay for Stoneworks. The good thing about an early rush is that the AI will send its entire force of archers and warriors at you and if you can slaughter every last one, they're usually powerless and will pay you for peace.
After that set of wonders is done, I tend to favor the top of the tech tree first to get to Astronomy and go meet people. I never use Research Agreements until I can open up Rationalism (count on the Great Scientists and wonder bonuses to keep me at tech parity with the AI). With the tower and Rationalism opened up, I can RA with civs all over the map I've met with caravels. With luck I can nab a couple of the wonders from the lower part of the tree.
Once the RAs kick in (I play Huge with 22 players, so exploration really pays off), I surge past the AI into spitting distance of the Modern Age. Occasionally someone stays up with me and steals the Statue of Liberty, but the rest of the wonders (Cristo Redentor, Sydney Opera House, Pentagon, Eiffel Tower) are mine for the picking.
My current quest is a start so good that I can build all the Greek wonders (including the Mausaleum since it was designed by Greek architects). So far, it's just too danged hard (The AI has Artemis really early and is not shy about building Zues). I'm going to keep trying...