I remember I did Immortal with the Hittites on a randomized map. They get a production bonus so that helps a lot. The science Wonders are off the table, but you can easily get Oracle, and the Military ones (just declare war on the first CS you meet and farm XP there). You can also get the Colossus if no one has a good city on the coast. If someone is hoarding wonders, you can just take them by conquest, with 3 self built wonders and at least one conquered you should win it (unless someone is building all the other wonders, but you can just take them as they will likely be in one city). On Emperor you can try Sumer, you will have a decent shot at the Scientific wonders and with the temples you can also get the cultural ones.