To Win at 7 Wonders, you must keep an eye on your two neighboring cities to analyze their strategy. Try to block them by using the cards which would give them an advantage.
When constructing a Wonder stage the card stays hidden, so it's a good idea to use a card the other players might want or need in their City.
It can also be useful to discard a card that you can not build but what could be of interest to your neighbors.