Wonderful… wonders aren't as impactful as in Civ4, but there are a few with general usage and a few more situational ones.
The Great Library
You always need Science in Civ, no matter what victory type you're pursuing, so this one can be worth grabbing if it fits in with your plans. Or not—it's weaker than the standard city building University, and costs a lot more, so it needs to 'fit in' to a plan to be worthwhile.
The Great Lighthouse
Situational—if you're playing a water-based game, get this early. It adds +1 movement to your boats AND embarked units, which makes a nice difference especially in the earlier exploration and Barb clearance times.
The Great Library
You always need Science in Civ, no matter what victory type you're pursuing, so this one can be worth grabbing if it fits in with your plans. Or not—it's weaker than the standard city building University, and costs a lot more, so it needs to 'fit in' to a plan to be worthwhile.
The Great Lighthouse
Situational—if you're playing a water-based game, get this early. It adds +1 movement to your boats AND embarked units, which makes a nice difference especially in the earlier exploration and Barb clearance times.