Choice of wonder would depend on what's your area of focus. I would more or less agree with what
Andrewdsz said.
If you're war focused, either the Pentagon or United Nations might help.
With the United Nations, you get one each of the unique units of each of the eight nations in the game. The national trade goods available per day might also help with coalitions for war. But, are the defensive troops which spawn upon destroying the UN going to scale with age (in future ages)? Or, are they still going to spawn Atomic Age units? I'm not sure of this aspect of United Nations.
The benefit with the Pentagon is that, as you progress through the game, you can expect that your generals will get stronger as you keep upgrading them, and so, the Pentagon might scale better with future ages (by holding a stronger general progressively). It might force the attacker to plan for an additional sabotage for the Pentagon, instead of a tactic being used elsewhere.
Since you're playing as the French, where you already have reduced training time benefit for planes, the Pentagon might nicely complement your nation's benefit, by further reducing the training time for planes.
With the possible introduction of University researches under Amelia Earhart, reduced training time for planes from the Pentagon might nicely complement the buffs which the planes might receive. But, this is purely speculative at this point in time.
If your focus isn't on wars, either the Atomium or the Sydney Opera House might help.
Both the Atomium and the Syndey Opera House are essentially giving you additional person hours to work with (through reduced time at the University or through an additional citizen). Would you like to constrain the usage of those additional person hours to the University (by going with the Atomium), or would you like flexibility with where you would like to use those additional person hours (by going with the Sydney Opera House)? Answering this question might help you choose between the two, if your focus isn't on wars. An additional consideration: If you have an estate, or, if you plan to invest on the estate in the future, the additional citizen from the Sydney Opera House might nicely complement the three citizens from the estate.
Hope this helps! Cheers and happy gaming!
