Well, depending on the level, you may not have the time/resources/luxury of building early game wonders. I generally don't tend to, as they are usually worth 1.5 - 3 settlers / 5 - 15 axes a pop. It's better, IMO, not building any wonders, as it'll teach you how to deal with not having a certain wonder, which gets more important as you level up. IMO, getting Liberalism <1000AD is stronger than getting it for steel, since by the time you get to Steel, you'll be teching pretty quickly, but when you get liberalism ASAP, you save more turns. Most techs usually worthless (the aesthetic path and metal casting path), and the ones the are not so worthless can be bought/extorted/stolen in the future.
The combination of banks, UniSuff, Kremlin and Emancipation is the strongest I've seen. You get flooded with cash and can start teching in 2-5 turns a pop. You can start rushing Infantry like mad and faster than you ever could manually building. And the combination of infantry and artillery lasts about until the AI get Mech Infantry, but that's at Robotics, about the third to last tier of techs. So, I think you can dominate with infantry and artillery.
Just my $0.02.