My general view:
Campuses: yes, always, for any victory condition. Running up the research tree helps with everything.
Theatres: not always needed, as you can get culture from other sources, like Monuments. Still, consider building a few if your civics are lagging.
Holy Sites: you can play the game without them. Some people love them and use the faith for great people or other purchases. Can get good adjacency bonuses depending on your pantheon.
Commercial Hubs: at least a couple for trade routes, unless you're trying for a super fast victory, in which case they aren't as necessary. Great if you can build one near a cow to go for Great Zimbabwe.
Harbours: in place of Commercial Hubs if the adjacency bonus is better or you're going to have a lot of people working in the ocean at that city, in which case the boosts from the buildings will pay off if your game lasts long enough. EDIT: forgot to mention that Harbours and Commerical Hubs work great together in the same city if you can build them in a triangle, especially at the mouth of a river beside a sea resource of two. They get inter-related adjacency bonuses which provides a pretty good gold boost.
Encampment: It's not always obvious, but one Encampment can get you a ton of culture thanks to the Inspirations that are based on the district and it's outputs. More than one likely isn't necessary.
Industrial Zone: I like to build one in a central location. Unless your game lasts a long time, it may only pay for itself if you can cover four or more cities with a Factory, or in your space port city if going for a science victory.
Entertainment Districts/Waterparks: This is a gamestyle decision. If you want big cities and you're running out of amenities, then build them in central locations so that the zoo can cover a bunch of cities. Also great for building the Coliseum, which should also be in a central location near a bunch of cities.
Aquaducts/Neighbourhoods: Personally, I only build them for their related inspirations. Big cities just aren't that useful, but build them if you want to grow big cities anyway (they don't hurt, as long as you have the amenities to keep the extra population happy).
Aerodromes: Critical for building fighters to defend against the AI's bomber attacks. Just kidding.