I just started the EMA. I have the Oracle of Delphi & Zeus built. I have all the bp's for the Colosseum, Hagia Sophia, and Tower of Babel. Does it matter which order I build them?
Frankly, I would not build any of those. There are better alternatives out there to each of them.
"Friends don't let friends build Colosseum". Period.
Babel does have the appeal of having a small footprint for a GB. The goods production is okay, made somewhat better by the fact that it cannot be plundered. Population, or, at least, the gaining of it, isn't the problem it once was, as most Event buildings bring tons of new inhabitants to your city.
Of the three, the Hagia Sophia makes the best case to be built. Some, but not all, of those Event reward buildings have boosts to Happiness more-or-less equal to their boost to population. Some do not. Too many unemployed folks leads to an unhappy populace in general, with the loss of production that comes with it. HS does add to Happiness (although an Alcatraz is better for that and gives military units to boot). Better yet, it produces Forge Points every day, and the number of FPs produced increases as you level it up, and HS, being an early game GB, doesn't take all that many FP to level up. All I can tell you is that, if I built an HS in my city, I'm glad I have it but, if I didn't build it, I don't miss it. I hope that makes at least a little sense.
If you're looking for a building that produced Forge Points early in the game, I'd suggest Castel del Monte. It's smaller than a Hagia, but it does take slightly more FP to level. But it's other benefit is an ever-increasing boost to your army's Attack rating, which will come in handy in any number of circumstances: attacking Neighbors, Guild Expedition, Guild Battlegrounds, fighting on the Continent Map are among those circumstances. Even early on in the game, BPs shouldn't be hard to come by.