I guess my question would be "What level do you play/style most often?". As you go up the difficulty scale, you definitely need to streamline your wonder choices considerably for many specific styles of play.
I play the majority of my games on Immortal difficulty, sometimes Deity if I'm feeling brave, or Emperor if I'm trying out a new playstyle or just want to take it easy.
Obviously I don't blindly try and always get "them all" or "whichever ones are possible", there's a method to it.
I do however make it a top priority to get as many as I can like I said.
Back when I played Noble/Monarch I didin't try to get that many wonders - I thought it was harmfull, but now I get as many as I can given that they'll help me, my strategy revolves around it, and is similar to Obselete's threads (you should read them if you haven't)
My basic strategy is this:
- Make sure my capital is in a good starting point for a super production city
- Regen map untill I have either marble and/or stone
- Wonder-spam from the get-go, and then settle all the great people into my capital, which in turn, makes it faster and faster to keep producing more wonders, and I build National epic / Oxford in my capital.
- If possible I'll bring out a few quecha's or warriors to steal some workers from the closest Civ(so I don't have to build em), and in some cases I'll make an early capital grab.
Wonders I always build and go for are:
Stonehenge, Oracle, Pyramids, Great Library, Taj Mahal, and Statue of Liberty.
Depending on my strategy/map I'll either build:
a) University of Sankore / Apolistic Palace / Spiral Minerat
or
b) Temple of Artemis / Great Light House. (for costal maps)
This means I'll have a strong ecomony and can run 90-100% research.
Other wonders I aim for (but don't always get) are:
Parthenon, Hanging Gardens, Massuelum of Massolloss(sp?), Angor Watt, Collossus, Hagia Sophia and Eiffel tower (+ Rockn'll roll, broadway) and some others I can't remember right now.
I rarely bother with: Shweggadon Paya / Statue of Zeus / Notre dame / Michelangelo's chapel, but if the opportunity is there and I have the required resources I'll go ahead and try to get these (sometimes I'll let the AI build them first and cash in)
As far as wars - I'll sometimes goto war as soon as I meet a rival civ to nab workers. I'll often goto war around the time I discover rifling to storm in with my troops loaded with guns vs their bows and arrows. Between these times I'm rarely at war, if you understand how diplomacy works you don't need to worry about being sneak attacked - just make sure border civs like you, or bribe em off if you're vunerable to attack.
For a while I thought I was a 'wonder addict', and that to play at higher difficulties I had to stop this behaviour and only build a select few wonders. After playing a bunch of games trying out the 'only 2 wonders per era' strat, and a few games 'cold turkey' I just couldn't stand it, Civ wasn't fun anymore and I lost at lower difficulty levels then what I'm used to.
So I gradually went up from Prince->Monarch->Emperor->Immortal->Diety(sometimes) w/out giving up my precious wonders, rather I made refinements to my play-style and found that you can really win even at Deity whilst spamming wonders till your heart's content -- But only given that you execute it properly.
There's a wide range of strategies, and I'm not suggesting you 'need' to build wonders to win at higher difficulty, but if you like building them you don't need to nessessarily give it up. It is a good idea to try playing w/out wonders, but it's also not any 'better' of a strat then playing a game that centers around them.
Wonder's aren't like some harmfull drug which is ok only in 'moderation', or inheritally dangerous to your game if you build too many, I see them as an integral part of Civ4, and whether you decide to build none, or go for em all, both strategies are valid and can work at any difficulty.
I dont like people generalizing 'Once you take the leap to Emperor+ - You can forget about wonder spamming', etc, this is very untrue in my experience.