I use city improvents all the time, but I am careful about cost...
I like libraries, and I build a lot of those, temples, of course, I have to build, I also use courthouses when needed. Later in the game, I build a lot of improvents, airports are very useful, and might be my favorite along side libraries. I build some of thee nuclear, air, ground, and water defence improvents later in the game, and also happiness, food, and sheild production improvents when needed. (Food ones are very common.)
My overall favorites are probably the airport, the library, and the supermarket. Earlier in the game, my favorites might be the library and the granary.