I usually do not plan on building any wonders at least until the middle of the second age. Adam Smith's is the only one that I like to get, but even that one only saves a few gold per turn. My primary motivation for building an early wonder would be to keep it out of the AI's hands. I would actually rather have some small wonders early. All that siad, I usually end up doing the TOE, Hoover sequence and from then on, I can build everything else at my liesure.