non-condecending term that has the meaning that is usually associated to 'first world'

From my personal experience from conversations and reading, 'developed countries' is often used in the way that you understood first world.

Any country with progress in technology, health, etc. and the others are sometimes referred to as 'undeveloped' or 'developing' as in the case of India which is making strides to improve its status. As someone who has not left the U.S., I cannot speak for the second question regarding usage outside of the U.S.

Did you look through the whole Wikipedia article? There's a subsection titled "Variations in Definitions" that has this to say:

Since the end of the Cold War, the original definition of the term First World is no longer necessarily applicable. There are varying definitions of the First World, however, they follow the same idea. John D. Daniels, past president of the Academy of International Business, defines the First World to be consisting of "high-income industrial countries." Scholar and Professor George J. Bryjak defines the First World to be the "modern, industrial, capitalist countries of North America and Europe." L. Robert Kohls, former director of training for the U.S. Information Agency and the Meridian International Center in Washington, D.C. uses First World and "fully developed" as synonyms.

This "high-income industrial countries" usage seems to match the way you've been using the term.

Industrialized probably has the most neutral connotation. Developed implies (at least to some) that other nations are culturally undeveloped.

In Human Geography, More Developed Countries (MDCs) and Less Developed Countries (LDCs) are the generally agreed upon terms. These are relatively objective terms and do not imply condescension, although it is of course possible to take it one way or the other.