If you build a worker im guessing you dont build pyramids?
Or perhaps the idea is just that: to build the Pyramids.
Alright, that might be a bit cryptic. What I mean is that I wouldn't build the Pyramids - or any wonder - from a city with completely unimproved terrain. So for the Pyramids I would then want early improved terrain. And I can likely use all the workers anyway, provided I have a means to get a second city up. For just 1 city 3 workers is too much.
I sort of always start with a scout.
If I'm not having any foody tiles in my first ring and I need culture to get some in I could consider starting with a monument, but no, on second thought, even then it should still be a scout. It's decent enough to be working a sheep-hill or lux-plains or so for the first 15 turns, and a worse tile it probably won't be, otherwise I shouldn't have settled there.
Recently I'm more and more beginning to notice how good scouts are. Not for scouting, as that's obvious anyway, but as a defense unit in the early game. Regardless of the terrain, a scout can move and fortify in the same turn. Don't underestimate the strength of fortifying; it's 50% extra defense, add rough terrain and that's another 25%. A scout used like that can't be brushed aside just like that, and when you happen to get declared on in the early game you shouldn't hesitate to use your scouts as defensive melee unit. I've had a scout hold off attacks by two warriors in the same interturn, granted, at least one of them wasn't at full health anymore, I had used city bombard on him, but it was my scout who took the steam out of my attackers, who could then easily be finished off by my 'better' units on my own turn.