The Great Wall is such a cheap wonder don't bother hooking up Stone; simply chop it.GW is worth it if stone ends up nearby. Then you almost have to build it. Also worth it if you want an espionage edge. But if the plan is constant rapid growth, then courthouses will be being built, and you wouldn't be too far behind in espionage. I say GW only if stone is in the capital's BFC.
Basing your decision to build it on the presence or absence of Stone is a fallacy. Waiting until Stone is hooked up only makes you risk losing it.
The Pyramids, on the other hand...