Which ones in Civ4 were so much more profoundly interesting? Most of them are "one free <something>" be it building/specialists.
Fair question.
In my opinion, there were a ton of interesting wonders. Some examples
-Stonehenge: most of the time, not worth your while. However, it may be good sinking precious hammers into it if you're charismatic, Native American, Ethiopian, or Egyptian, or being culture pressed by a bunch of neighbors. In 5, it's always good, but it merely gives 8 culture per turn; it's a social policy machine.
-'Mids: no explanation needed. Pure strategic awesomeness.
-Great Library: Super tech boost! But you had to sink a ton of beakers into literature.
-Sankore/Minaret: provides a large benefit if you planned your cities well. You have to build a lot of temples/monestic buildings, spread religion, etc.
-AP: potential victory, but good gameplay options if you weren't going that route.
-Angkor: could help drastically increase the production of cities.
-Cristo Redentor: great for on-the-fly strategy swapping. Compare to the C5 version, where it's effect, though awesome, is totally passive, bland and shares it's ability with a social policy.
Basically, the wonders in 4 gave great bonuses...but you had to know how to utilize them. They required strategy to effectively manage. When I was a noob I would wonderspam, and not use them effectively for any real reason. As I got better, I learned how to utilize the abilities to great effect.
In 5, much of the strategy has been lost. You build the wonder, your things automatically get better. No real reason to plan. Just build and forget.