For Venice, you want hammers in the capitol. You want wonders galore, and hammers all game long. For this, Tradition is best and you want to grow.
Pantheon: anything with hammers (god king even). Faith based if the capitol dirt is worth it. Get a religion if you can, some faith and some hammers if you can. Tithe is always a solid choice.
National wonders : all of them.
Wonders: the Colossus (and great lighthouse) are very important to try for. Get the extra trade routes from colossus is especially nice. After that, you want all the wonders, but any that give boosts to great people, free great people, Happiness, are probably higher priority. I personally avoid the Theology wonders because I dont play religion hard as venice.
You will want to get a puppet after they have built a granary, not too early. Then you can route food back to the capitol. You should probably feed the capitol until Population level of ~30. Then switch to sending hammers. In the long run, I want three puppets each sending a route back to Venice. You don't *need* more than 3 puppets, but 3 hammer-cargo ships is a lot, and you can build wonders easy that way. I try to make sure I get all the strategic resources I need, and I buy CS puppets accordingly.
I would make sure to build guilds and such because you want to compete at culture/tourism, even when playing for some other VC. You should have more than enough food to run maxed out specialists.
Make sure you have all trade routes up and running asap. Make sure they are protected.
Factories: You should save gold to rush buy three factories on the same turn you get coal.
WC : you want your Ideology passed as world ideology. Make it a priority. Usualy I do this when CS votes start to add up. You should always have most of the CS voting for you. Again, this help win at culture, or avoid loosing
Worst case scenario: if you get embargoed. Dont Let That Happen!