How Do You Catch A Player Who Takes A Quick Lead In Alhambra?
From my experience, early leads in Alhambra tend to not indicate victories.  In most games in my circles I am last after the first scoring round, and then win the game.

My strategies:


First scoring round is all about walls.  These walls if played right
will make you points two more times in the game.  The color points
are meager, and the game will change quite a bit before the next
scoring round.
Before first scoring, stacking up on money can be more useful than buying.
Small exact change is nice, but don't undervalue big money.  Having to later drop 4 cards to pay for something loses all the advantage of taking two consecutive actions.  In a perfect world you have some 8s and 9s, and some 1s and 2s to adjust them.
Buy almost always for exact change, but don't feel bad taking something for too much if you need it (if it's an emergency).
The endgame grab of tiles can decide the winner.  Be ready for it when taking money late game.
If you can, memorise EVERYTHING.  There is actually no unknown information.  You have seen every card in every player's hand.