If a Stonehenge can be replaced with taking a Faith based Pantheon (which you should always do if you are playing a game focused on Religion) and building Shrines, and Specialists can give you more efficient Great Engineer Points...then I argue that Stonehenge is overrated. It is cool if you disagree, as we all play in our own style. I for one, don't care much for Wonders anymore.
Some of the non-faith pantheons are really good, and you might want to hold into them even if you have no plans to spread your religion. Example, Fertility Rites for a extra-tall strategy. Anyway, as a below poster noted it does the job of five shrines with a slight production discount. It also costs no maintenance, and the GE point is free: you start gaining the points. Even when you're working the slot later it can give you a head start.
Angkor Wat - Pretty much useless.
Terracotta army - Comes in to early to be useful and if you have a bad economy early on, it will make it worse.
Borobudur - Meh.
Big Ben - By the industrial era... who cares? Production is usually maxed by then so why waste precious gold?
The math has been done in this thread already for Big Ben. If all you do is capture Big Ben... Whatever, free discount. If you have Commerce and stack it Merchantilism, and better yet Autocracy or Order's discounts, it's incredibly powerful for a Wonder that's not hard to build due to lack of competition in Commerce.
Borobudur is strong for the time you get it. It often lands before your enhancing prophet; if not, then at least near that time. You can go hit six cities in the surrounding area while the competition at most can purchase a single missionary at a time to get two cities (if they're not still waiting on an enhancer).
Angkor Wat is widely recognized as useless; not really 'overrated', just bad.
Terracotta Army I agree with you on; some people have sung it's praises for a highly specific rush: a serious gamble. Maybe it pays off in multiplayer , but in reality it can sink you hard.
It's worth it, faith-wise, in that it costs 185 hammers to build, compare to 40 hammers to build a shrine (+5 faith vs +1 faith) -- so it's actually a bargain, and you get the GE point worked in. Just takes a lot of hammers when you could be building settlers or granaries or libraries.
Also, while I think Stonehenge is fun to get, you're not getting your GE well before Metal Casting unless you are taking a slow and lazy route through the tech tree.
I admit that I often procrastinate metal casting because I play as the Aztecs often. The Jaguar obsoletes with that tech; I like to build a good handful just before they go obsolete. Still, maybe a person is bee lining through to education and or theology. Metal casting is a long way away.