I think, go with a warrior-warrior-warrior-settler start, and rush the Pyramids in the 2nd city. This way, there are at least 2 cities to benefit from the GA, and the 2nd cities gets free border expansion.
Pyramids is definitely the best wonder. By using it to its full advantage -- prioritizing settler and workers (well, and using one town as military factory), you should become strong enough that the GL is useless.
GL would be a good choice if, like bingen already pointed out, you're playing Sid. The GL is also good if you factor it into an overall strategy, like use the saved money to mass upgrade knights and conquer the world; or use the saved money to rush culture and go for 100K culture win.
ToA is the most expensive AA wonder. It does give the best bang for the buck. But Egypt is Religious, and ToA generally isn't a good wonder for Religious civs, because every corrupt little down can whip a temple 10 turns after its founding.