Reading this I'm wondering what wonders are worth building at all.
I've built the Great Lighthouse a number of times. Honestly I can't say it has ever made the slightest bit of difference to any game I've played. Actually I think the Great Merchant point has come in handier for a cash boost than any direct effect of the Lighthouse.
Depends on your victory type or playstyle but some can be especially good and worth the hammers. MOST early ancient ones are NOT worth it unless you can delay and build them late. Why? Because you can't afford to waste turns building a wonder when you should be getting settlers out as quickly as possible. If you build it, the effect has to be better then settling all your expos late, getting late workers, getting late caravans/ships, building growth buildings to grow faster, etc. After the first few expos though some wonders become worth it if they are still around. You might start thinking about this turn 55+ if you settled fast and have everything else critical. Usually National College is better then anything you have to build but there can be exceptions. Maybe you are still waiting on some libraries, or, in the case of liberty still settling late but have a dip in happiness and have to stop for a bit. A wonder can fit here.
Here's some I routinely consider worth it if I can get them, and note on Deity you don't have the opportunity to get many early as they are gone fast. But for the sake of all difficulty levels I'll include some of those I don't try for on high levels. For instance, I actually never build stonehenge but it has more to do with difficulty level. On Deity all the religions are founded by the time I could consider building stonehenge and then use it to get to 200 faith. I'm playing a Deity game right now where every religion in the world was founded by turn 60 and I was 6th at turn 54. Stonehenge was gone like turn 35.
Good in general: Notre Dame, Leaning Tower of Pisa, Collossus, Petra, Oracle, Chichen Itza, Eiffel Tower,
Wide empires: Pyramids, Sistine Chapel, Machu Pichu, Forbidden Palace, Big Ben,
Tall empires: hanging gardens, Statue of Liberty,
For religion: Stonehenge, Borabadur
Multiplayer: Great Wall, Pyramids, Alhambra, Neuschwanstein
Good for domination victory: Statue of Zeus, Alhambra, Prora
Science Victory: Hubble Space Telescope,
Culture Victory: Eiffel Tower, Broadway
Diplomatic: Forbidden Palace