I probabely should add that my answer was as close to my first "instinct" when reading those options for icons. I guess that's what happens in most cases, as UIs often work best when they're intuitive.
NikNas said:
Globe = world. World wonder, so yeah. Also, a globe is easier to see at small scale than a pyramid. (Hey, what's that triangle mean?)
OFC Globe = World. But when I see the Globe Theatre Icon (and that's what it's gonna be), national wonders come to mind (I think that's not so far-fetched, no?

).
Now that I've seen your Flag Icon I see how the others might look like once... and I don't think it's hard to create such an icon. I must say I'm neither good at drawing nor that crative but I'll try to describe what I have in mind:
The Pyramids (of Gizeh) are three large pyramids (meaning the geometrical shape

) which are next to each other. The largest one has this "special" tip, in the wonder movie it's golden I think. Why not have three "triangles" (in yellow or so) with one having a golden tip? I think that's quite easy to spot.
A real-live pic showing more or less the view I mean can be found
here.
RE NW icon:
Again, I'm not really connecting this flag to "National Wonders" though I can't come up with a decent alternative (besides, probabely, the red cross...).
NikNaks said:
In retrospect, this might be difficult to see at a small scale. Also, turns out I can't make one that looks that good, so we're moving towards a rocket (still with the Manhattan Project in mind).
I see the problem here. Although a rocket doesn't seem really easy either...
NikNaks said:
I'm not entirely sure what you mean. I guess I should play the game more often...
When you're having an unit active, you see a "present" icon if the unit is in another AI's land.
Now picture that Icon scaled down and made a bit more transparent (both the smaller and the original presents transparent). Now put both presents on one icon, showing something like "growth" or whatever. I've (and you too I'm sure) seen that effect when having twice the same objects, once smaller, at once, seem like the object is growing (or shrinking...). Still don't understand (no blame

)? I'll eventually manage a sufficiently accurate example or find one somewhere...