GWall: Not necessary. You can use barbs to your advantage, get some early CR3s or the likes.
'mids: Not necessary. The gov't civics don't really help warmongering much, except HR which you get early enough through trades anyways.
Oracle: Not necessary. Nice for the free tech, but unless you already start down the mystisicm path, have marble, and are industrious, you are better to get alphabet quickly and just trade for backfill.
Stonehenge: I'll maybe build it if I'm Ramses (because hey... a free UB in every city? SOLD!

) but otherwise skip it. Monuments don't cost much if you need to border-pop a city. I dunno about other civvers, but I usually just skip the monuments if I have a religion anyways.
Gardens: These I like for the health boost and +1pop, especially if I have a bunch of cities up and operating. Again though, don't cry if you don't get it.
ChItza: I tend not to build it, but it is nice to have in case of counter-attacks/sneak-attacks. If you leverage your troops right, though, its unneeded IMO.
Mausolleum: I like MoM, personally. It can really help for a good boost, especially around the time Taj comes around. I've been known to collect a half-dozen GPs, rush Taj with a GE, then use two GP and another three GP (which is great if you have something dumb like two prophets, two artists, and a spy) for second and third GAs. Viola, 45 turns of GA madness. Wanna know how many cannons+riflemen+cavs one can spew out over that many turns?

Taj: see above
Pentagon: must have
all war-related national wonders: must have, but build them with a goal in mind, ie something like HE+M.Academy in one city, IW+Settled GGs+RedX in a coastal city, etc.