From the evidence i think its fairly obvious that neal is going to need to focus on early military over anything else. Europes a bigger place with all the tundra and the barbarians from the north are clearly going to come sooner rather then later.
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Basically this would rule out any early wonders in favour of a more surefire defence, military might. Perhaps focussing on settling south in ice age italia, in Iberia (if theres room with Cathy around) and in other choke points or safe areas until the military comes online allowing you to stick it to the barbs in the icy North.
Great wall (or other early wonder) construction is possible i suppose, but i see it as of neglible long term benefit as its construction would only stunt your growth and give the AI's an advantage(despite the barbs). From my experience on the ice age map europe is rather cramped thanks to all the ice, and your going to need to get a good foothold if you want to win. this would entail more growth than would be possible with an early wonder build since your cramped between two AI's, the mediterranean, and a sea of barbarian infested ice..
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Perhaps if you survive you'll start seeing the AI's dropping like flies instead of the other way round.