Basically if the last thing to happen is not Lighty leaving the field, you don't get her effect.
In your scenarios
"Magical Dimension" Tributes the monster and Special Summons the Spellcaster simultaneously. If you choose to destroy a monster, then you cannot activate the effect of "Fortune Lady Lighty".
Card of Sanctity: Remove lighty first, then draw card
Wonder Wand: tribute Lighty first, then draw card