Those options are now obsolete since much more thorough control is available directly on the city screen.
Use the filter buttons along the top of the list to select what you want to see. The very first filter button on the left hides things you can't currently build. Other buttons allow you to show only things with specific properties (like only buildings that produce culture, or only units that are non-combat). Then there are the drop-down lists to control sorting. Of particular importance since it seems to confuse some people: by default the build list items are shown in order of cost, cheapest first, so if you want to seem them in alphabetical order you need to use the drop-down selector thingy on the right and pick "name" to sort them by name instead of by cost.
Note that there are 3 different categories of things and the buttons only affect the currently active one: units, buildings, or wonders. You need to use the buttons to the right of the list to select which sort of thing is the currently active type. Using the scroll bar (or mouse wheel) to scroll down from the units section into the buildings section does not switch the selection controls across the top to apply to buildings. They will still apply to units until you click the buildings button off to the right.
It does remember your settings from the last time you were in that city screen.
