Caveats: I play on Immortal/Deity, and pretty much always single player. I'm rating the policy-locked Wonders from the perspective of having already unlocked them; the fact that I give the Pyramids a 10 does not mean I think you should always open Liberty—just that if you already have, you should always build the Wonder.
0 - Great Library: It's a trap. On the higher difficulties, you cannot get the Great Library reliably. Hell, you can barely get it 10% of the time. Trying for it and then restarting your game when you don't get it? That's cheating.
7 - Mausoleum of Halicarnassus: I always liked this one, and the money is more welcome than ever in BNW. The AI doesn't seem to like it, so you can frequently sleep on it. If you've got Marble near your capital, it's a no-brainer. Even if you don't have Marble or Stone, it's worth a look if you're going to be playing a GP-heavy game.
10 - Pyramids (requires Liberty): This is a near-must-have if you open Liberty. Hard-building two Workers would take almost as long as just building the Pyramids, and with the Pyramids you get other, game-long advantages. Bonus: few other civs are likely to build it.
1 - Statue of Zeus (requires Honor): The Honor requirement was a terrible choice by the devs. If you're opening Honor, you have to go to war early to really make it worth your trouble. You don't have time to chase a Wonder that, inevitably, three AI civs are also working on. Furthermore, it's just not a very good Wonder. Bonus strength against cities would be good if you actually used melee units—they'd take less damage on every attack—but since ranged units are so dominant, the Statue of Zeus will, at best, shave one turn off the time it takes to bring down a city with a well-organized attack. Most of the time, it won't do anything at all.
6 - Stonehenge: Risky, but sometimes it's your only shot at getting a religion. Unlike the Great Library, it's not a high priority for the AI most of the time. If you expect no strong faith-generating options from your UA, Natural Wonders, pantheon belief, etc., it's usually worth trying for Stonehenge. You do have to commit to it immediately, though.
3 - Temple of Artemis: A nice Wonder, but it's inessential and available too early; you have other priorities at that point and the AI is likely to take it while you're cranking out Archers and early buildings. If you've gotten things rolling and it's not gone around turn 50 or so, you can try to snatch it up. In a recent game as Indonesia, I was able to double back for this after getting the Hanging Gardens, which will probably never happen again but was totally awesome.
4 - Colossus: What are you doing in this part of the tech tree? Building Swordsmen, probably. Are you going to take a break from warmongering to build this giant statue? Probably not. The free Cargo Ship is really good, though—it's worth more than half the cost of the Wonder itself—and the extra trade route will be worth thousands of gold over the course of the game, so you might want to swing over here and grab it. If you do, make peace with the fact that it'll probably be the only Classical Wonder you get.
5 - Great Lighthouse: Like the Pyramids and the Colossus, this one gains a lot from the free stuff; a regular Lighthouse is 40% of the cost of the Great Lighthouse. If you tech to Optics early (hello, Venice), you've got a productive city with multiple sea resources, and you plan to build a substantial navy, you should definitely take a crack at this. That's a lot of ifs, though.
1 - Great Wall: Nope. The only reason you'd really want it is to keep it away from the other civs, and that's almost never going to be worth it.
9 - Hanging Gardens (requires Tradition): Like the Pyramids, this is almost a must-have if it's available. It synergizes really well with the rest of the Tradition tree and it provides pretty much the only pre-Industrial support for a heavily specialized city. The free Garden is amazing—not only does it save you 120 hammers (half the cost of the Wonder), but it nets you an important building an entire era early and without terrain requirements. For Indonesia, this is particularly sweet. The only reason I don't give it a 10 is that, unlike the Pyramids, the AI actually likes Tradition and the Hanging Gardens, which means that you have to go out of your way to get to Mathematics early and start building.
7 - Oracle: Not nearly as important as it used to be, but still welcome. You always have a good shot at building it (the AI is not a fan), the Scientist points are good, the policy is obviously good, and it comes from a tech you're always going to be researching relatively early anyway.
6 - Parthenon: If you're pursuing a Cultural victory, you're probably going to be at Drama & Poetry before anybody else, so why not build the game's first source of Tourism? If you're not pursuing a Cultural victory, don't bother.
8 - Petra: The free Caravan isn't as good as the free ship from the Colossus, but the free trade route is just as good and the rest of the package is a lot better. Plus, it comes at a more convenient place in the tech tree. If you've done a good job exploring and establishing embassies, you'll have a good sense of who else will be able to build it in their capital. If you're Morocco, Arabia, or really anybody with some oases and desert hills nearby, you should prioritize this.
2 - Terracotta Army: It's a neat idea, and it comes from a good tech that you often want early, but unit diversity just isn't very important in Civ 5. You're better off hard-building three Composite Bowmen.