In Beta they've made all the Wonder research mandatory throughout.
And I'd like to go on record with a contrasting opinion to Muffin regarding Wonders and early / mid level players. Wonders will slow down your progress! If you want them because they're attractive - go for it. But be prepared to be slowed through your progress, run short of necessary grid space, and be deficient in needed supplies / goods or both, depending on how many you build.
There isn't a single Wonder before the Dwarven ones that are incontrovertibly advantageous in city building - city development - city growth. Even ones like the Abyss (that are indeed useful for more advanced cities) aren't useful for smaller cities. Wonders don't produce measurable benefits at low levels. Period.
The best way to document this is to review the rank scores of original players - the ones who played through Dwarven before the Wonders were released. Why the rank score? Because it indicates the strength of a city - a good measure of goods produced and fighting units created. Before the release of Wonders, a score of 80,000 was common by Dwarven end (and 100,000 was the upper range).
End-Dwarven cities now are scoring 20,000 or more lower. Even now that Wonders are scoring - it's common to see a Fairy city scoring only in the 60k range. Please note - by observing this, I'm not criticizing player choices. I just hope to clearly illustrate that Wonders are not making cities stronger. Prettier, maybe yes...but at a cost.
If you're not well into Dwarven level, by all means collect the Runes and enjoy watching them add up! Then, if you get slowed down during Dwarven Research, carefully choose a beneficial Wonder and start building it. Remember that Wonders only start to yield advantage once they're upgraded! And by the time you've made it significantly into the game, you'll be better prepared to know which Wonder is best suited for your particular game. You can take advantage of our learning curve, and make more informed choices. For example, I know there are many of us who wish we'd, say, avoided the Crystal Lighthouse (significantly devalued by Gold Mines) and put our KP into stronger Wonders.