Hanging Gardens 8
Leaning Tower of Pisa 11 (-3)
Oracle 17 (+1)
Petra 8
CI died while I wasn't looking? What a shame. Pisa, I will break you! For my reasons, please see above for my multiple Pisa hate posts (I actually like Pisa, but it's about #7 on my list). The Oracle is the best of these four wonders. The SP bonus is really solid at this point in the game (great for getting a free settler or getting closer to a tradition/liberty finisher), and the culture output is really good compared to contemporaneous wonders.
AFAIK, Deity/Immortal doesn't affect the terrain you get (and if it did, it would probably give you MORE deserts if anything). Roll a standard continents map and I'd say around 60-80% of the time there will be a desert near your capital. I've yet to roll one where there wasn't a desert within a 10 tile radius or so. Even those annoying ones where you're stuck out on your own on a little island...still a few desert tiles. Petra is almost like putting down your own river, and it increases the number of useful tiles in your territory.
Hanging Gardens is often too much of a risk on Immortal+ to build. Probably one of the major reasons a bunch of players doesn't like it as much as the Oracle.