I think it depends on what type of game you are playing. I play "The Big Game" - huge map, large continents, 16 civs. I don't think it is possible to dominate through growth. Trading and limited conquering seem to work better. So, in my big game, the Pyramids don't matter quite as much - I'd sure like them - but there are 2 wonders I had to have.
First, the Great Lighthouse is a must. This is because there are usually 8 civs on another continent and no other way to get there before Navigation. If you are the one civ with contacts with everyone, you can broker the science (ala Pope strategy) for lots of gold, which not only makes friends, but gets you enough gold to up your research.
Second, the Great Library. It doesn't give you much, but it defends your store of knowledge and position as knowledge broker.
I'll take any wonder I can get, but without those 2, my strategy falls apart.