I started this thread to summarize what I read elsewhere, and am certainly looking for advice to improve that first post -- especially all those "perhaps" clauses where I was guessing because I hadn't found appropriate advice yet.
No problem playing for fun/flavor...But then wonders are all shiny thus needed
My take on wonders:
Widely usefull: you might add Iron Works here. It's always good except perhaps for cultural. It's mandatory to build late game wonders (usefull for hapiness in space race/diplo win), spam even more troops.
I think Internet is needed if you are behind only. Don't build this if you are ahead in the space race because the tech that unlocks it isn't needed to build parts.
For any games that last past renaissance, you want to build Wall Street in a shrine/corp city (well you can live without usually -for instance building wealth with factories in few cities allows 100% science slider- but it's a MUST HAVE when going for corporations).
Conquest/Domination: None are needed (except HE)!
Still nice to grab fast: Great Lib -> allows you to stay in the trade loop and have a shot at liberalism while your economy is destroyed by your constant troop spam

Stonehenge so you don't have to bother with monuments before COL/Music.
The Globe theater is a must when drafting. Heroic Epic should be an obsession.
Cultural: well, all help, providing culture. Though I like SH/Oracle because they are cheap and their culture output will double quickly, Parthenon to generate more artists and high cultural value. THe great library is usefull in a secondary GPfarm. It is usefull as it generates nice culture and allows fast bulbing of liberalism (your tech goal in culture victories). Finally the Sixtine Chapel is a MUST HAVE

Usually I take nationalism (Hermitage) out of liberalism during cultural games, thus the Taj is a nice build as well.
Space: Great Library = faster liberalism time. Oracle too. Except those, I wouldn't focus on wonders during space games... you will launch faster if you conquier early. Avoid the mids unless stone AND room to expand.
If you manage to control a good amount of land by that time, the HGs/Mausoleum/Taj Mahal will be interesting as they can provide hammers (and not cost hammers... that's a change!)
Diplos: AP/UN. Not much to say... though I like to build the resource wonders when going for a diplo win: allows more trade (increased diplo modifiers) and more population. Cristo Redentor is nice too to switch into AI's favorite civics.
To sum up:
all games: Epics asap
games that last past medieval times: OU/IW asap
rest is up to you
Cheers,
Ras