In my non-SE-focused games, I try and approach wonders like this:
-If I have stone, I will decide which stone-based wonders I want to build
-If I have marble, I will decide which marble-based wonders I want to build
-If I have copper, ...
-etc.
In other words, avoid going into the game with a preset strategy and then judging from the map and resources available, plan your wonders accordingly. For example, if you have the availability to start with 3 coastal cities (including capital) and have copper available, go for collossus. Stone too? Lucky devil, go for great lighthouse as well.