Newbie Generals and Technology.

The majority of the members here will tell you to get Messe, then Leeb and then aim for Guderian. You also can get Guderian without getting Leeb, but it will be a tough way to go. So, I share the opinion that the perfect path is: Messe -> Leeb -> Guderian -> Konev -> Nimitz/Yamamoto -> Rommel/Rokossovsky.
As for the wonders, you should upgrade it with care, cause you don’t want to become bankrupt and without cash to buy legion troops and tech upgrades. Of course there is no reason to get the wonders that give you discount on upgrades if you already have your tevh tree maxed up. So, I suggest getting first the wonders that give you resources, so, resources won’t be a problematic issue and you will have the money to buy other wonders and upgrades after some time. Alhambra and Brandemburg Gate are required, as the upgrades to tank and artillery are very costly and much needed. Then, you should get the Angkor Wat and Red Fort, that increase the rewards of invasions and tasks. Then you can get the wonders that give you more tasks and invasions to do, because more invasions and tasks = more resources! After that, you can buy the rest of them if you want.