themoffster: At least in your case, you have the excuse that the AI *is* "cheating".

(At Regent, the AI gets no bonuses compared to the human player. Above Regent, the AI gets increasing bonuses, below regent, the *human* effectively gets bonuses (the AI gets "maluses").)
Float: Since the AI is handicapped, on Warlord, you may have to examine your entire strategy/playing-style. First, are you building Wonders in your core cities? These should be the least corrupt, and give you the best "bang for the buck". Second, are your Wonder-building cities reasonably populous, happy, and productive? Make sure your Workers have Roaded and Improved all the tiles you want Citizens to work on. And for Wonder-building, make sure they are producing as many shields as possible, without starving them. Third, have you tried using "pre-builds"? For instance, start building a Palace in a city, then, when you finish researching the tech for a given Wonder, switch production to that Wonder. This can save many turns. (Just be careful you don't complete the Palace too early!

) Finally:
Why are you worrying about Wonders? Wonders are "nice to have", but can quickly become a "crutch" for some players. A good way to learn the game is to play a few times *without building ANY Wonders*. If you can win that way, you know you understand the game.
Edit: If the AI is out-researching you on Warlord, you might want to polish your tech-trading skills, too.
