Some plot quests and buildings are clearly better than others. Is there a way to at least approximately quantify how much better?
Yes. In fact, it's a great way to learn the financial concept of return on investment (ROI).
First you must understand the game's currency:
4 coins = 2 oranges or blacks = 1 white or purple
The most obvious way to understand where this conversion comes from is by observing that on the first turn of the game, an agent can be placed to obtain 4 coins, 2 oranges or 2 blacks, or 1 purple or white. You can then plug in any of these conversions to realize that most intrigue cards and same-costed buildings are roughly equal when you convert them to coin-equivalents.
Completing a quest is the main way to gather victory points, and if you look carefully at quests (except plot quests), you will notice that there is a simple formula that calculates victory points for most of them:
coins + 2 x (oranges or blacks) + 4 x (whites or purples) + 2
To simplify the analysis, I assume that all cubes are consumed by quests, because any cubes left over are not worth as much.
Some of the higher value quests are slightly better. For example all the 25 point ones give you +5 instead of +2.
However, given that they are so similar, and given that there is a cost of essentially 2 VPs to get a quest, I will assume for the rest of this post that:
4 VPs = 4 coins = 2 oranges or blacks = 1 white or purple
In other words, if you gather 2 oranges from 1 action, that is a 4VP move. If you go on a building that converts 2 blacks into 3 whites, you just changed 4 VPs into 12 VPs, so that was an 8 VP move.
If you understand everything so far, then you can easily figure out values for buildings. Examples:
House of Wonder: This building costs 4 coins (4VP), but yields 2 coins every time someone places an agent there. It is a very good building to place an agent on, so it is safe to assume that at least one agent will be placed there each turn. If you take the building on turn 1, you spend 4VPs but get the one 1VP that was sitting on the building, so you've spent a net of 3VPs. In return you get 2 VPs per turn times 8 turns, so 2 x 8 = 16 VPs. So that is a 13 VP move. That is a very good move on turn one - an investment of 3VP gets 16 VP.
However, you get a lower return on investment if you play it later in the game. Let's say you play the building on turn 7 and it has 3 VPs sitting on it. You only have to pay a net of 1 VP, but you will get only 4 VP back, so it is a 3VP move which means is generally below average (unless you hold the lord that gets a 6VP bonus for every building).
It turns out that most buildings costing 4 follow that same formula. Buildings costing 8 generally yield 4 VPs per turn, so they are actually a higher VP move on turn 1 than a 4 cost building, if you can afford to get them.
One building stands above the rest: Yawning Portal. For an investment of 3 VP (you won't get it for less as competent players won't let this go untaken), you get 4 VP per turn at the minimum. However, this is so good to put an agent on (one of the best) that you will typically get the income from it more than once on many turns, due to various intrigue cards, ongoing quests, or buildings that allow extra agent placements on the same space. If you manage to get it on turn 1, then a normal game might get 12 agents landing there for 48 VPs. In other words, this is a 45 VP move.
You can do similar types of analysis for the plot quests. One of the best plot quests is Bloster Griffon Calvary. If you can generate 2 bonus orange cubes each turn, that is the equivalent of 4VP per turn.
Obviously, the earlier you get a plot quest or building, the better the return on investment. To quantify, use the above math. You do have to make an estimate about how much the card or building will be used.
One last comment: The above math is oversimplified to at least enable comparing competing buildings. It's more complex however when you consider that introducing a building to the game also helps the players who place agents on it. Yawning Portal expands the economy for everyone. While the owner benefits most, other players also benefit with a similar total number of VPs introduced into the game, but divided among the players. I say this because the normal move is a 4VP move, but placing an agent on Yawning Portal is an 8 VP move. Therefore, while a player taking Yawning Portal may net out 45 VP over the course of the game, in a 3 player game the other players may benefit by 24VP each, so the relative benefit is 21VP. Still very good, but not as astoundingly good as indicated by the simplified analysis above indicated.