A Great Engineer is just the thing for getting the Forbidden Palace or Versailles built. They're ideally located far from the capitol, which generally means a fairly new and hence not (yet) very productive city. Thus: when you get a Great Engineer, hie him over to a suitable city near the frontier; when he gets there, pop one of the aforementioned secondary capitols onto the top of the build queue and have the Great Engineer do his thing and BAM! It's one of the best ways I know for building a Wonder in a frontier town (and those two, in particular, really WANT to be in cities that'd take FOREVER to build 'em in the usual way).