Prophet City - Moai Statues, (Stonehedge, Ankor Wat, Chichen Itza, Shwedagon Paya, Apostolic Palace, Any religious holy shrine, Oracle, Spiral Minaret)
Merchant - Wall Street, (Colossus, Eiffel Tower, Great Lighthouse, Statue of Liberty, Temple of Artemis, United Nations, Versailles)
Artist - Broadcast Tower, Globe Theatre, (Hollywood, Mausoleum of Maussollos, Notre Dam, Rock and Roll, Panthenon, Sistine Chapel, Statue of Zeus, Taj Mahal)
Scientist - Lab, Oxford University, (Great Library, Space Elevator, Universtity of Sankore)
General- Heroic Epic, Corporation HQ
Engineer - Industrial Park, Ironworks, (Cristo Redentor, Hagia Sophia, Hanging Garden, Pyramids, Three Gorges Dam)
Spy - Intelligence Agency, West Point, (Great Wall, Kremlin, Pentagon)
Tried to get an overview of what we need.
The prophet city has a lot of alternative wonders but has to be a coastal city as it need the Moai Statues. I doubt stonehedge is a wining strategy. With no barbs, extra settler and monarch difficulty we should get a good oracle slingshot instead.
In the merchant city I think both Great Lighthouse and Colossus looks interesting. But we could also drop the united nations here later in the game instead. Aiming for the Eiffel tower Would allow us to ignore Mass Media and win with the apostolic palace. But then we will need to build the apostolic palace in our prophet city instead of oracle.
In the Artist city I guess we will build the Taj Mahal if we find marble.
In the scientist city we do not have that many options but I think we should aim for the great library.
For the Corporation I do not think it matter much. Maybe avoid Sid Sushi as we do not need to research medicine and we will not be having that many resources.
For engineer Cristor Redentor, pyramids and hanging garden could all work.
For spy we should probably do Kremlin. We could possibly build great wall for fail gold and if the AI does not finish it we build it.
We need around 100k research after the medieval era. Maybe we can get biology from liberalism to speed this up?
I will need to continue thinking tomorrow but I do see a point with not trying to optimize our early game to much before we see how starved we are on resources.