Wonders are very good, but a waste of shields if not specific ones, I always go for GL just because even if I have a tech lead, I don't want anyone catching up, & if I don't, that's self explanatory, however, as for the other acient age wonders, they are valuable depening on your map & you location, it is never nessicary to build all the wonders when you could be building religion, science or military. Also I would never build the Great wall unless the AI beat you to a wonder & you must switch production & the GW is one turn away. Just be wise, b/c Military & Culture will prevail over wonders that will just go out soon anyways.