A bank is necessary to build the stock exchange. Don't build until a city is producing at least 16 to 18 or more coins per turn, or the benifits will not be enough to offset the expense of upkeep costs. This is required for a city to expand beyond size 12. An aqueduct must be in the city to build a sewer system. You should only build this under a Republic or Democracy, and only in cities where you stand to gain a lot of trade by building this.
Pollution slightly increases when built in larger cities.
A university must be in place to build a research lab. The SETI Program acts as a research lab in all of your cities. When combined with the SDI Defense, air units' defense rating is quadrupled against other air units. While expensive, the solar plant eliminates all industrial pollution and slows the onset of global warming. Two Solar Plants can nullify the influence of one square of pollution.