Cottages, farms and mines may be the soup, but the others improvements are the spice...
Windmills: Usually, hills are better mined (mines offer for example the additional chance to discover new ressource deposits), but sometimes you need every bit of food (cold or mountainous region).And after the discovery of Electricity and Replaceable parts you end up with an 1/1/2 improvement.
Imagine a city surrounded by hills on grassland.Every tile is 2/2/2 with windmill.Not a bad thing, IMO.
Workshops: Mainly it is useful in two situations...either you have a city with plenty of food and no shields (grassland only, seafood clusters), then the -1 food is worth the extra shields.Workshops are the mines in this situation.
The other thing is State Property.With no negative food effect, workshops can become a terror.Grassland at 2/3/0...need to say more?
Watermills: Similar to workshops, but less problemtic (no food minus) and more balanced.Again, with State Property a killer...
Generally, those improvemnts come into play if you need all-round cities.For specialisation in any direction, go for the main three.State Property of course turns the tide.