In a single player game, when you are not creative, I can't imagine why you wouldn't chop rush Stonhenge, the addition of the creative trait to whatever two traits you already have is just far too good to pass up.
Now in multiplayer. Well this is a whole other story, then it completely depends on your starting position. Are you going to sit back and boom? How quickly were you able to pop out that worker--and are there enough trees to chop rush? Have you founded a religion, and how many people are you playing against (is someone else likely to chop rush it faster), so many things to thinks about. It's so damn good, very damn good to get if you found a religion, but believer me if you try to chop rush it, and see 3 forests go to waist for a 100something gold, well that sucks (although of the two times this happend to me, I capitalized on it by upgrading a warrior to an axe, very quickly and was able to gank a city from another player). Also given your situation, often times it's far more worth it to chop rush that first setter, or barracks to control a vital point. Personally I find Stonhenge in MP to be a very balanced wonder, certainly not a must have, but very nice and so temptingly cheap and early. In SP, as a non creative civ, it is a must though.