I haven't gotten to Gunpowder age yet, but based on the descriptions Versailles sounds like the best bet. And either Statue of Liberty or Brandenburg Gate would be best for Industrial.
Versailles is the best wonder in the game, if I could only have one that would be it.
offense and defense bonus to ALL ground troops including Generals and Mercs along with the slow effect.
I would go as far as saying if you dont use it, you do not understand the game