Having played for a while, here's my take on wonders and their usefulness. I hope it helps people who are starting with the game to get a grip of what they actually need - and what is only decor for their cities.Feel free to disagree and post about it.
1. The good:
* Stonehenge - it's enabled with Calendar and is on my immediate shopping list in every game. +8 culture effect diminishes over time but is huge in the beginning of the game allowing to quickly open new social policies and to grab more elite tiles farther away from the city. Must-have.
* Great Library - 1 free tech might not seem be worth long work, but there's not much better to do at that time - and that 1 free tech is typically Iron Working for me. Something to have before you go colonizing and build cities where there's no Iron.
* Angkor Wat - 75% cheaper (in culture) acquiring of new tiles by cities - this allows for speeding up expansion of cities so is best built prior to a major colonization effort. Cities grow much faster grabbing more tiles from competition and opening new resources earlier. Gold can do it too so don't kill yourself for this one - but if you have a few free turns before Acoustics, do get this one.
* Sistine Chapel - +33% culture is a gigantic bonus noticeable even if you rely on city states to provide you with it.
* Eiffel Tower - +8 Happiness - right when you start expanding and need it the most.
* Cristo Redendor - -33% culture cost of adopting new policies. Awesome. Must-have.
* Big Ben - -25% purchase cost in all cities allows to save a ton of cash.
* Louvre - I typically dislike specialist-giving wonders but two artists isn't something I can easily come up with and two Landmarks boosts to culture in an otherwise useless tiles quickly pay for the wonder.
* Pentagon - cheaper upgrades are a bliss late in the game.
* Apollo Program - space ships, nothing to add.
* Sydney Opera - a free social policy that late in the game = awesome
* Manhattan Project - wanna nukes?
* United Nations - for diplo victory.
2. The bad. (more like average wonders that have limited uses only under certain cicrumstances)
* Great Lighthouse - +1 movement of ships. AI doesn't build any ships in this game and their movement isn't really useful. Worth taking on big archipelago maps, great in conjuction with English movement bonus so it has its uses. Only very limited.
* Oracle - 1 free social policy. This early in the game you get new policies quite quickly still, so it's not as crucial as if it would come late - and AI likes this one quite a lot so losing a race for it is very common.
* Chichen Itza - 50% length of golden ages in the game - which are huge bonus nowadays and this wonder is very useful especially for smaller happier civilizations. I don't kill myself if I lose a race for it, but it's still worth at least a try.
* Hanging Gardens - +3 happiness, +1 pop in all cities. Worth taking only if you mass-colonized very early in the game, something you shouldn't really do, but if you have a vast map with not many competitors and you went Egypt for example - this one will be cool for you.
* Machu Picchu - +20% gold from trade routes. This kind of gold is typically under 10% of my total income so boost isn't really worth it, unless you have multiple cities very early.
* Notre Dame - +5 Happiness. Why not, quite useful if you colonize too much too early or have trouble with happiness.
3. The ugly.
* Pyramids - 50% faster worker production? Meh. I either steal workers from city states or just purchase handful of them I need and am willing to maintain.
* The Great Wall - 1 extra movement cost for enemy inside my territory is a joke, not a bonus, especially provided how horrid military AI is.
* Colossus - +1 gold from water tiles worked by the city. Only if your first city looks like Rhodos or has a lot of whales, pearls and fishes - which it most likely doesn't.
* The Porcelain Tower - building a wonder to get a scientist is pointless at best while you can manufacture him the normal way and build something more useful instead. Get only if there's literally nothing else to take.
* Himeji Castle - +20% combat bonus in friendly territory. What for, combat Ai is horrid, you don't need a bonus to beat them in your own land where you can heal fast and aid yourself with bombardment from cities.
* Kremlin - +50% defensive building power in cities. Except noone builds them - and noone ever defends back home rather taking the fight to enemy after initial wrestling.
* Taj Mahal - Immediate Golden Age. Meh, I'd rather have it later in the game.
* Brandenburg Gate - free Great General at a price of a wonder is a bad deal. Go conquer stuff and you'll get one much cheaper.
* Statue of Liberty - +1 production from specialists in all cities. Who needs production, money can buy all...
Quick summary: Be careful about your choices, many old classics suck in Civ5. Hope Sid does a wide rebalance sometime in the future.
1. The good:
* Stonehenge - it's enabled with Calendar and is on my immediate shopping list in every game. +8 culture effect diminishes over time but is huge in the beginning of the game allowing to quickly open new social policies and to grab more elite tiles farther away from the city. Must-have.
* Great Library - 1 free tech might not seem be worth long work, but there's not much better to do at that time - and that 1 free tech is typically Iron Working for me. Something to have before you go colonizing and build cities where there's no Iron.
* Angkor Wat - 75% cheaper (in culture) acquiring of new tiles by cities - this allows for speeding up expansion of cities so is best built prior to a major colonization effort. Cities grow much faster grabbing more tiles from competition and opening new resources earlier. Gold can do it too so don't kill yourself for this one - but if you have a few free turns before Acoustics, do get this one.
* Sistine Chapel - +33% culture is a gigantic bonus noticeable even if you rely on city states to provide you with it.
* Eiffel Tower - +8 Happiness - right when you start expanding and need it the most.
* Cristo Redendor - -33% culture cost of adopting new policies. Awesome. Must-have.
* Big Ben - -25% purchase cost in all cities allows to save a ton of cash.
* Louvre - I typically dislike specialist-giving wonders but two artists isn't something I can easily come up with and two Landmarks boosts to culture in an otherwise useless tiles quickly pay for the wonder.
* Pentagon - cheaper upgrades are a bliss late in the game.
* Apollo Program - space ships, nothing to add.
* Sydney Opera - a free social policy that late in the game = awesome
* Manhattan Project - wanna nukes?
* United Nations - for diplo victory.
2. The bad. (more like average wonders that have limited uses only under certain cicrumstances)
* Great Lighthouse - +1 movement of ships. AI doesn't build any ships in this game and their movement isn't really useful. Worth taking on big archipelago maps, great in conjuction with English movement bonus so it has its uses. Only very limited.
* Oracle - 1 free social policy. This early in the game you get new policies quite quickly still, so it's not as crucial as if it would come late - and AI likes this one quite a lot so losing a race for it is very common.
* Chichen Itza - 50% length of golden ages in the game - which are huge bonus nowadays and this wonder is very useful especially for smaller happier civilizations. I don't kill myself if I lose a race for it, but it's still worth at least a try.
* Hanging Gardens - +3 happiness, +1 pop in all cities. Worth taking only if you mass-colonized very early in the game, something you shouldn't really do, but if you have a vast map with not many competitors and you went Egypt for example - this one will be cool for you.
* Machu Picchu - +20% gold from trade routes. This kind of gold is typically under 10% of my total income so boost isn't really worth it, unless you have multiple cities very early.
* Notre Dame - +5 Happiness. Why not, quite useful if you colonize too much too early or have trouble with happiness.
3. The ugly.
* Pyramids - 50% faster worker production? Meh. I either steal workers from city states or just purchase handful of them I need and am willing to maintain.
* The Great Wall - 1 extra movement cost for enemy inside my territory is a joke, not a bonus, especially provided how horrid military AI is.
* Colossus - +1 gold from water tiles worked by the city. Only if your first city looks like Rhodos or has a lot of whales, pearls and fishes - which it most likely doesn't.
* The Porcelain Tower - building a wonder to get a scientist is pointless at best while you can manufacture him the normal way and build something more useful instead. Get only if there's literally nothing else to take.
* Himeji Castle - +20% combat bonus in friendly territory. What for, combat Ai is horrid, you don't need a bonus to beat them in your own land where you can heal fast and aid yourself with bombardment from cities.
* Kremlin - +50% defensive building power in cities. Except noone builds them - and noone ever defends back home rather taking the fight to enemy after initial wrestling.
* Taj Mahal - Immediate Golden Age. Meh, I'd rather have it later in the game.
* Brandenburg Gate - free Great General at a price of a wonder is a bad deal. Go conquer stuff and you'll get one much cheaper.
* Statue of Liberty - +1 production from specialists in all cities. Who needs production, money can buy all...
Quick summary: Be careful about your choices, many old classics suck in Civ5. Hope Sid does a wide rebalance sometime in the future.