UN , cos you can often just loose outright if someone else gets it.
The Message "X has started work on the United nations" should provoke the response "initiate unlimted nuclear war on X".
FOr theothers , many depend heavily on map and playstyle.
If you like limit military expnasion then the "free" city improvements ( Pyramids, Sun Tsu , Hoover") give a new city you conquer some free upgrade headstart. In a flowing give and take, closely fought terrirory war the idea that a city under your control always has a barracks , but a city the enemy has just taken never has one is very nice.
On big worlds or empty maps then you will have more cities , so the city specific wonders weaken (colussus, newton, copernicus, shakespear) and the global effect wonders get much stronger. The happiness wonders all help if you plan to go democracy and go for a tech / culture rush.
If you want a 100000 culture win then the older wonders are better ( esp Library) purely for the huge culture they give.
If you are going for 20000 culture win then you've got to find ways of putting many of the 6 and 5 culture wonders in one town.
If you plan a 0 science pope type gaome where you buy tech from the tech leader and sell it to the others then who cares about the science wonders.
If you're on pangea who cares about the seafaring wonders.
If you're on archipelago who caresa bout the continent wide wonders.
If you're on Deity how do you ever expect the time to build your own wonders anyway, you take what you can conquer.
A few trick wonder combos exist....
the well known colussuss + newton + copernicus all in the same coastal city is devastating on smaller maps.
A lucky iron works then build any wonder you can ( +100% shields and iron and coal all in the same city makes for a production monster )
Leonardoes + Sun Tzu means you just get a tech adavacnce giving a new unit ( eg NAtionalism ) , unzip one rifleman and hit SHIFT U , and all your riflemen turn into infantry ....
Shakespear ..... many people slam this one.... picture this.
You've gone to war to take a particlaur enemy city, bdcaue it has a resource you want or want to deny.
You bombard them back to the stome age then finally take the city with offensive units. Its a mess . ITs full of dead people and pissed off people and even the local bar has been hit by artillery fire. But you want to keep it. Luckiy you have shakespear available and a great leader just happend to appear in the figh that won the city.......
You guessed it , made instant shakespear, everyone cheers up mighty quick, and you get to drive a big culture wedge into the enemy territory
MAnhattan ... ? gives everyone nukes... why bother unless you have nothing better to build or such a huge tech lead ( that you are not selling) that you can build it , then a nuclear arsenal then manage to actually use it before anyone else gets nukes.
The high tech wonders ( Cure for cancer , longlife , and SETI ) are only good it you are already winning and trying to polish the highest possible score , more happy citizens and more future tech.