First , let me state that NO one wonder can be the best, as every game is different, especially on higher difficulties.
That said, my goals for wonders include:
(assuming water based, not pangea) lighthouse
- first contact can give you the lead for good
Great library
- there is no substitute for 10+ free techs
Sistene Chapel
- powerful bonus for cathedrals, lots of culture
Sun Tzu
- partially for its use, mostly to prevent someone else from getting it... but if i have to choose, i take sistene over this.
All the science wonders (including if you can get it collosus)
- when you produce 300+ science in one city, you notice the difference!
now, the time when the game really takes off for me is this combo:
Smith ---> theory (ALWAYS take atomic/electronics) ---> Hoover ---> sufferage
Smith is i think, the most underrated wonder. Just look at the wonders as gold per turn, NOTHING competes with smiths. (even the religous wonders can be quantified this way by studying the income lost by keeping your pop happy with lux)
And from that point on, i get every wonder, every game... the ONLY one i don't always get is manhattan.
PS - i usually turn off diplo victory, otherwise i'd agree that the UN is VI... also, i always play on emperor in terms of AI difficulty.