I usually go without building wonders until I reach Radio and Mass Media, which open quite a few wonders. Usually, whatever civ I am, I aim to be able to get most of these wonders to make up for lost early wonders. Also, happiness from Broadway, Rock & Roll are desperately needed unless I investing significantly in the culture slider, and Cristo Redentor is a great wonder in itself, and I always like to be in control of the UN.
To be honest, I think that wonders are very overrated, and boost a person's score much more than they really should. In multiplayer, an Industrious person (more than not, Huayna, Louis, and DeGaulle), will go after every wonder despite its uselessness...or usefulness, but this kind of play tends to falsely inflate a person's score. I've tried playing like this as Louis, and got wonder after wonder, and managed to reach first place, however, the human players could've probably defeated me if they spent half the production I did on wonders, on their military.
I do think that getting wonders is a major part of a builder strategy, but I think that they are worth too many points when scoring :/