Currently, you're almost always going to build National Wonders in your capital, as the bonuses they give will almost always be maximized in the Capital. Its really only the diplomatic national wonders that are viable to build in non-capital cities.
On the contrary, I build national winders outside the capital.
Heroic Epic with Morale promotion - in a city that spends most of its time building units, if not building the Wonder of the World. In this city there is very rarely downtime and any processes are started. In the same city, mercenaries are bought or units are produced for donation to city-states (after all, we respect our allies and send them the best military instructors).
Ironworks with +10 hammers is usually a city remote from the empire, which can be located on an island in the middle of the ocean in a good location. But even with 4 fish, 1-2 atolls and 1 luxury there will still be low production - no hills and forests. The city will have to cost a separate fleet for defense and offense, so Ironworks will help a lot.
Circus Maximus - in the coastal city. Unlimited border growth + %% gold income from all sources (even from border growth).
Oxford - in a coastal city, as there are two literature slots and the city can expand into the ocean for the rest of the game.
The Hermitage is a coastal city - again, unlimited growth of borders. It may well be in the same city as Ironworks, as it is available after turn 200. By this point, other coastal ones already have their own Wonders of the World with 2-3 slots for works. The Hermitage is cheap and build quickly.
The main temple is in a city close to other founders of religions. There will always be a lot of foreign followers in this city, and reducing unhappiness by 2 will help. I would even add religious pressure to the Main Temple for greater immersion - after all, this is the center of counteraction to foreign religions.
East India Company - here you need to carefully choose a city for a monopoly.
The National College is in the capital, as there is always a maximum population - all quests for trade caravans for city-states give food to the capital. You can rework the quest so that the food goes to the city that sent the caravan.
The capital already has several wonders that can only be built in the capital. I remembered two - Apostolic Palace, Karlstein.