I try to focus all of my planets on manufacturing, research or economy. Every tile on every planet is used to enhance that planet's specific focus, with the occasional exception of, say, a +100 research tile on an Econ world being used for a little bit of side research.
Because of this, I always have a difficult time deciding where to place the Super Projects, Galactic Achievements and Trade Goods. Some are obvious, of course: Hyperion Shipyard and Spin Control Centre both go on my main manufacturing world, and Omega Research Centre goes on my best tech planet.
But where should I put things like Galactic Privateer or Hyperion Shrinker? They do not benefit the planet on which they are built. Rather, they actually diminish that planet's focus -- that tile could have been an extra Stock Market, for example.
I suppose one could nominate one planet for building only "wonders", but that would make it especially vital to protect. Plus, I don't like the idea of a planet not being focused on one of the Holy trifecta above, as it takes away from the overall efficiency of my empire.
I'm curious to hear how other players deal with this dilemma.