I don't know if they exist in PTW but they do in the latest vannila patch. The first is than when there are 3 workers and a warrior in a square all waiting to move the order goes worker, warrior, worker, worker. It's annoying that the workers don't all go at once. It probably applies to any number of workers and any military units. The second "bug" is that whenever a city finishes a building it selects a wonder as default. You then have to change it. I'd rather have it default to a unit. That way I can just click "OK" instead of using the drop down list at every city.

The first "bug" really isn't much of a bug, but more of an annoyance. Perhaps the programmers could organize the units better.

The second "bug" actually is another annoyance. My best guess is that the A.I. prioritizes the construction of a wonder above all else once it feels that the city is stable enough. If you'd like the city to prioritize things differently, then use a governor. I personally don't let city governers be able build wonders. You could do the same.

In PTW you can set the preferences to "always build prevously built unit" in the preferences tab ctrl-p

Dunno if it is present in Civ3...