What level are you playing on? I've been trying to accomplish the sub-200 science win lately, too and I agree with Tabarnak that Prince or King seem to be the sweet spot. At these levels you can get a nice puppet empire fairly easily with a small army. You really just need a couple of cannons quickly after Chemistry and probably won't face anything stronger than a Pikeman on your conquest.
I find taking a few cities plus a capital can really help out in the gold department. If the capital is a production powerhouse, I will annex that at some point for parts production. War can also generate a GG or 2, which helps speed production in the end game.
When deciding what to build, universities always come first. Usually I will build markets after, but if I'm doing great in the financial department I will try to lay down the workshops and ironworks for the production. Factories are a must for parts, so if you don't have coal you need to get some. You always want aluminum too. Don't be afraid to conquer a CS (especially one others want you to knock off) to claim either of these.
At the end of the game, you want an infinite golden age. If you are able to fit in the Louvre and have a couple of GGs from throughout the game, you are in really good shape. If you are able to get CI and build the Taj Majal, you can really run a long GA at the end. When you've financed all your RAs, you can begin to buy production buildings if needed.
All this being said, I've only managed 202 (though at least 3 RAs were broken in this one... grrr). I've had other things go wrong too - no coal and aluminum, poorly planned scientific revolution, games where I can't scrape up the cash for RAs, etc. It's a tricky balance.