It depends
What level you are playing.How are you trying to win.What's the land like etc.
On deity,The Hanging Gardens is very strong regardless.Allows you to greatly exceed the riot factor # of cities limit without problems.
Mich's is very good for deity.JSB might be stronger in certain situations as works on unhappiness from units in the feild.
Lower levels greatly increase the power of The Pyramids.This much maligned wonder is good at any level though.
Although the game is usually in hand by then,Hoover's is an awesome wonder.Helps with pollution,production.No upkeep for power plants.Very good.
Cope's is also very powerful.No improvements can mirror it's effects.In the right city.....
War Academy is most important if you are going the conquer route.Vets make all the difference.Especially at higher settings,
Leo's is good for engineers and transport ships.You can live without it though.But it might be vital if you are "super growthing".Big beautiful cities don't last long when defended by phalanx and warriors.
Collosus can be the cornerstone of an empire.
If it had to be 1....either Cope's or Gardens.oops thats 2.
Lots of land to settle-Gardens
Good land a little scarce-Cope's