I'm not actually building all the ones but just the ones that provide real benefits like hanging gardens, stonehenge, the national college and pyramids. I'm building all the important ones, so I'm leaving out about 5-6 useless ones like great lighthouse
You may want to re-evaluate which wonders you consider useful. Hanging Gardens, in particular, is a really bad Wonder in this iteration of Civ. +1 pop in each city might be useful when you have 10+ cities and they are all 10+ citizens, but when it comes around you are lucky to have 4 or 5, and many of those cities may not have more than 2-3 citizens. Couple that with the fact that the AI, for whatever ridiculous reason, REALLY likes the Gardens and you're looking at something with a very high cost and very little benefit.
The Pyramids, as well, are only useful in a minority of situations. With the fall of putting roads on everything, quite often the limiting factor in work completion is simply getting your workers where they need to be. Pyramids allow a 'wide' empire to squeak by with fewer workers, but even then a 'wide' Civ is going to need the extra hammers to build city basics, such as Monuments and Libraries, to say nothing of the large amounts of Settlers to simply enable the strategy. As another mark against the Pyramids, remember that a 'wide' empire will most likely want Liberty as their first social policy...and Liberty contains a policy that will give you most of the benefits of the Pyramids, with no hammer investment, and no chance of being beaten out by another player.
I would encourage you to look at
Trickster's Civ 5 guide to get some input and perspective on which Wonders you're prioritizing. Wonders are not the make or break buildings that they were in Civ 4, and when you take a hard look at them there's really not many World Wonders worth the risk of going in hard for. In fact, it sounds like you are running the risk of having your play style rely too much on Wonders. I'd encourage you to play a game or two with absolutely no World Wonders at all (only National wonders) to get the feel of the fundamentals of the game. After you can handle a Prince or King game without any Wonders at all, you can look into how they can supercharge your play style.