Hands down Sun Tzu's is the only universally useful, unless your map consides of 3x3 islands. Free barracks, no need to dance around units for upgrading. Those always crappy edge cities are now instant waypoints for healing. Indestructable barracks is also an important trait, with 5-6 good defenders and this, the AI is unable to even gather the intelligence to get enough units to take the city. This goes for any barracks, but with the Sun Tzu, it can't be destroyed. For any conquest type it is one facet that will lead to victory. Every town you take becomes a untakable fortress the instant you own it.
The other free improvement wonders are good like hoovers and the pyramids, but the later is only good for rushing. For the rest of your cities it will just cause problems, too much growth.
I actually consider hoovers pretty worthless. In most all of my games I have maybe 2-5 good cities counting my capital, the rest are all 2-3 or 1 shield production, power plants do noting for them. So in my calculations, you spend 800-1000 shields on the wonder, and you gain 5 * (shield cost of solar or hydro). Also you get them maintence free, so 5 extra gold a turn. However you could easily build the power plants before you would build the wonder in one city. So overall I think its a miss. I've gotten it a few times, and its biggest value seems to be that all cities get it, not just ones by rivers. So if you are scarce on rivers and do have a nice city with one, try it and you will get a good power plant for free.
With the forbidden palace on the same continent, you get 8-10 good cities (maybe). Chances are however that all the land around your capital and forbidden isn't all sweet grassland and ore filled mountains, so in the palace radius I can usually get 2 or 3 good production cities.
And from that, smith's trading is also largely useless, since it will take you many years to build those maintence free trading improvements. Airports, banks and harbors are reserved for my production cities, its a waste of production and hundreds of years to even bother with these in the low shield cities. (Unless you do what I do most times, set the largest potentially useful item and then forget that 1 shield city for a hundred turns.)
Sistine chapel suffers from the same problem, after a hunded years you may get that cathedral, nice for culture, but luxuries don't have any maintence, and cost nothing to ship and transport.
Bachs is number 2 on my list, 2 faces in all your cities, simple. Great for those conquered towns without a marketplace.
The whole colossus tech city is a nice dream, I've never come close to getting it in any game. The higher difficulty games you won't be so lucky to get them all. And the low diff games I never get to modern times and most times not even industry. The best I've ever done was a city with like 4 gold mines, and I got copers and newtons. Was sweet, but not worth spending to much time on.
Evolution is pretty lame, you can't control directly what techs you get so you have to go back and fill in the tree in the hopes that you will get one that might actually be worth it. I often ignore republic and monarcy, and by the time this is around I could get both those in 4 turns with tech at 10%. So what happens is that you end up buying those techs and others so that it has to pick current ages ones, big pain in the ass and a waste of money. Not to mention production time, only do it when I am far far ahead in tech and have a spare good production city which isn't likely.
Suffrage is good maybe, getting the civs to declare war on you is better. Suffrage and getting the civs to declare nullifies WW.
Heroic small wonder is a waste of a early culture wonder. Pentagon, military academy worthless. Armys are worthless. Wars are won by numbers and numbers of attacks, you get 1/3 the attacks and 3 times longer fight leading to death. If they would keep the number of attacks based on the units joined, THEN I might try them again.
Intelligence agency is very good, if only to plant a spy and then see the civs militarys. Big big help in a game of conquest or not. The other spy options I have yet to use much, except for the military plans. The rest seem useless and often fail, not to mention the large cost. And why is it that espionage wasn't invented until the industry age? Come on...
Another one, the best, even better than forbidden is Ironworks. As soon as you get coal, see if any coal showed up withing the 5 squares radius a city can reach. If so, take out whatever may be there and get a city there ASAP. Round up some leaders and hope you haven't used forbidden palace yet, however if you have move your capital, you won't be sorry. Capital or forbidden, power plant, manufacturing plant, ironworks, it boogles the mind.
The small wonders are far more useful, hence the fact that all civs can build them, use that as your guide and avoid the waste of shield "big" wonders.