Depends on situation, but usually choosing like this, i say Bach's.
If you are getting science leaders, that means you are not playing deity/sid since there you cant research yourself. If you are researching yourself, you probably dont have banks (universities instead) and maybe not even market places everywhere. That makes the trading company not needed.
Newtons is nice if you have 1 huge science city, but usually i prefer the wonders that give nation wide benefits.
Shakespeares i dont like at all.
Bach's and sistine i like very much. But hey depend a bit on your city spacing, with small city spacing and thus smaller cities, they are less important.
Leo's depends on how much gold you are spending on upgrades so dunno
Magelans depends on the map, and a huge archipellago is just where you want it. Unless you have severe difficulties with hapiness (then bachs) my vote goes for this one.
Magelans is important in more ways than you might think.
-It increases the speed at wich you conquer the world
-It gives you more tactical options in naval combat including the ability to outrun ships with your transports.
-It lowers upkeep by shortening your units life cycle*
Every unit has the following life cycle:
-being produced
-moving to battle
-fighting
-dying
During this life cycle, your units cost upkeep, so shortening it is good.
If you are so high on upkeep that you slowdown your unit production for it, this is even more important as the shorter life cycle will enable you to produce some more units and thus have more millitairy power.
(this theory is not so obvious in civ3, but more so in strategy games where you have a unit limmit like in starcraft. It is then very important to make travel time as short as possible (in starcraft you do so by moving your production area closer to the enemy) While it is not so obvious in civ3, it IS a basic rule of strategy games and does make a difference.)