Wonder -- for all the praise bestowed on it, it can be hard to find in SF or fantasy. Then, it is a brilliantly colored but sneaky, sure-footed beastie -- or is a birdie? That would explain how swiftly it can escape nets. And stories. And books, and authors.
One would think that magic would be the natural fount of wonder, but -- well, I think I blame Ursula K. LeGuin for her wizard protagonist Ged. Once magic came into the hands of the protagonist, it naturally acquired a degree of familiarity that militated against wonder. You can get the same effect in SF where the universe is run-down and grubby, and everyone's seen it all before. Kinda hard to convey to the reader that sense of wonder where the characters feel nothing about it. It is not for nothing that the newbie is so perennial a character.
The January Dancer managed it for the Dancer itself and for the cavern filled with alien artifacts that they found it in. Some of the alien cultures, too. Then, the Dancer was crucial to the plot, and like all crucial things, we got to see the scale of it. Which did not destroy the sense, but damped it down some. The Girl Who Chased the Moon has some nice stuff; then, it's magical realism rather than epic fantasy, and the wallpaper that changes in the room where Emily says hints at things but doesn't crucially move the plot. It's a tradeoff. Most books manage moments of wonder (if that) for that very reason. The Prospero's Daughter trilogy by L. Jagi Lamplighter, and the Chronicles of Chaos by John C Wright, manage to pull off moments and even stretches of wonder despite the characters' being thoroughly familiar with many marvels, but there are the constraints of plot.
Patricia McKillip pulls it off in most, like in Winter Rose, The Book of Atrix Wolfe, or In the Forests of Serre. Part of it is style, where she manages to convey things that are, as Dunsany would put it, beyond the fields we know. Style is important in wonder. You want to, you need to, evoke rather than merely inform to rouse a sense of wonder.
Some of Gaiman's work has it in touches -- Neverwhere or Stardust. Though that starts to shade into questions of whether the uncanny and eerie are a branch of wonder or a nearly related category. Like the witch in Jane Yolen's Snow in Summer. Or in Teresa Frohock's Miserere, where the demonic is real and really dangerous. The gorier side of horror is, of course, right out, but what about the unearthly evocation side?
Part of bittercon