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And that sort of calculation happens for each district. You're going to get different answers for different types of district.
A +4 Campus is huge early game when you have next to no science per turn, but by turn 200 on Standard speed, an additional 4 science isn't likely to make much of a difference. On the other hand, if you have multiple scientific City States and got Newton, then the buildings provide far more yields than the district adjacency could. Remember that adjacency bonuses are free yields, so if you care about squeezing the maximum yields out of your empire, then planning for the highest adjacency bonus has no downside.
There are also buildings like the Coal Power Plant that scale based on the district adjacency. A +5 Industrial Zone with the double adjacency card and a Coal Power Plant gives you 20 production not including the Workshop and Factory that you also had to build. Yes, you have to spend production to get production back, but depending on how late in the game you are, that can pay itself back rather quickly.
Traders can pay for themselves with ease even if you have bad Commercial Hub/Harbor adjacencies. In fact, Commercial Hubs have the worst return on investment out of all of the districts with adjacencies. You will usually average around an adjacency bonus of 2-4 on Commercial Hubs, but gold is only as good as 1/4 of a point of production so you realistically average out to about 1/2 to 1 point of production back per turn. However, traders give you so many yields over the course of the game that an otherwise bad district becomes incredibly attractive.
There's a balance to squeezing out high adjacency districts and building more farms and mines. Obviously, placing a +1 Holy Site feels bad, but if you are going for a religious victory or any strategy utilizing faith, then you need every point you can get even if most of it comes from the buildings inside. As I said before, adjacency bonuses are free yields, so the only downside is if the district covers up other essential yields.
Each leader and map produces different priorities. For example Eleanor wants to build theatre squares everywhere, adjacency is not the issue, where Seondeok builds Seowon everywhere and only builds theatre squares where the adjacency is too big to resist. Steam-Vicky might prioritise building industrial zones irrespective of adjacency while another civ might not build any industrial zones.
But everything equal, you build districts in order of adjacencies. Of course everything is rarely equal.
For the rest, you received good answers : there's no easy answer.
A good adgency bonus will always be good.... but not if you have to sacrifice/delay another most important thing to have it.
Of course, the early game is easily the most difficult phase of the game to get through successfully, so help from any mechanic in the early game is golden. By the time you can build powered third-tier buildings whose yields dwarf the adjacency bonus, you quite often no longer need the help of high yields, because by that point you could no longer lose if you tried. Well, you achieved that position in the late game of no longer being able to lose if you tried because you got through the early game with flying colors, partly because you managed to get some nice adjacencies.
Only partly, of course. Success at any phase of the game is only partly down to any one mechanic. You can do strategy and the AI can't, so you win by making better trade-off decisions on tile vs district yields, exactly when, exactly what, district, etc. etc., in a whole web of different mechanics. That's why no one is giving advice on this question as if it were a one-size-fits-all matter. Instead, where and when you place a district, and which type of district, is always a trade-off in which adjacencies are just one factor in the calculation.