Well, there's quite a lot to unpick.
Ancient Wonders - You're in chapter 6 so there aren't too many to choose from, but still some good ones. AWs are very important, especially considering they no longer make tournaments harder. By this stage I would probably always build Golden Abyss, Sanctuary / Martial Monastery, Needles.
GA is very powerful for population and very useful for coins output. Sanctuary/Monastery is the most powerful fighting wonder, even if it doesn't immediately look so obvious and it costs a lot to upgrade. Needles is super essential. It makes your barracks training faster and makes LR troops more powerful, which is one of the most important troop types. At the end of chapter 6 you will unlock Dwarven Bulwark and Mountain Halls. Yeah, right now the Bulwark is very good for doing what it does (increasing training size). It is a good idea to build, but don't put all that many levels on it until you have unlocked Shrine of the Shrooms. It performs a similar function, but most prefer it. I have both, but many people keep Shrooms and not Bulwark. Mountain Halls is very useful in the early stages. Lots of population and a good boost of standard goods. It will become less important as you progress far.
Upgrading Ancient Wonders as far as possible is always better. The longer you stop between chapters to work on them, the stronger you will be. You will never regret upgrading GA, Sanctuary/Monastery and Needles all the way up to level 31. You are right to think that Thrones of the High Men is a bit useless UNLESS ranking points are important to you. It gives a lot of those. I also wouldn't be bothering with Watchtower Ruins unless you reach a stage where you know you want it. It is very niche. It is hard to explain. Tome of Secrets and Endless Excavation can be really useful in early chapters, but if you build them I wouldn't plan on upgrading them too much last level 6, because you will end up deleting them later.
Ancient Wonders to look out for in chapters coming soon include Prosperity Towers and Flying Academy. I would regard both as near essential for anyone (not FA if you were a caterer only).Closely followed by Dragon Abbey and Temple of the Toads. These will complete the set for boosting the important troops types, plus Dragon Abbey is an amazing source of mana. This paragraph is a note for the future.
When you talk about buildings to craft, you are, for the most, part referring to evolving buildings. These were all won from different events. The majority are 4x4 and they will need to be evolved using artefacts. None are 'junk' per sé. I have every single one built and levelled up. However some are much more important than others.
For anyone except the most die hard caterers, Fire Phoenix and Brown Bear (equally, I would say) are by FAR the two most powerful fighting evolving buildings and better than anything that has ever been made since. Find and upgrade these at all costs. Polar Bear is also very useful for most people because it reduces the cool down between tournament rounds. It uses the same artefacts as Brown Bear as someone mentioned. For me, I would prioritise Brown. Polar is great, but all it is doing is making your life easier to get your tournament played, but it is not impossible without. It also can potentially cut down the numbers of pet foods you need to use, for those trying to maximise.
Beyond those two, there are lots you can look at. You have Glido, which is good, but really comes into its own in later chapters. Tinlug is well worth keeping in mind to craft and build. It provides you with combining catalysts whilst playing the tournaments.
I could sit here and make a case for almost every single evolving building, but you may have to decide for yourself. One thing I will say is that it is good to try to craft all the bases. Once you have them they can't reappear, so the more you craft the more chance you have of getting to the ones that you really want. This also includes the chess set and the library set. You have mentioned not crafting them until you can get them in a later chapter. That certainly is a tactic, but remember you are already getting to the point where moving through chapters is slowing down. I can upgrade all of them chapter to chapter so you should be able to cope with your chosen ones. Just make sure you are at a point where your fellowship is opening 10 tournament chests each week so that you are winning blueprints which will allow you to upgrade them all.
You have mentioned sets. The two sets that are available to craft are the Chess Set and the Moonstone Library set. There are not many people that think the chess set is worth the space it takes up, but you will probably find the Moonstone Library set very useful. You need to collect and craft all the bits, of which there are five.
Where to go next. That might do for now.
