Hi there,
I´ll try to answer your question. First of all, Piety is a little more challenging than Tradition or Liberty. Even when you decide to go Piety, I would say that it many times makes more sense to take the Tradition opener before going Piety (for the border growth if nothing else). Anyway you will have to fit a Monument into your build order in your cities. You can also combine Liberty and Piety, which might make sense with the Celts (they are a civ you want to play wide/semiwide). But, if you have the time to invest, I am sure you will find a way to go Piety that works for you and you will enjoy it! The most obvious benefit of a religion is to help with the culture output of your empire through faith buildings (Cathedrals, Monestaries, Mosques and Pagodas) and through the Piety finisher (create Holy Sites). Later in the game, you obviously want to save your faith for Great People (mostly Artists, Writers and Musicians), assuming that you are aiming for a Culture Victory. In this case I would say that the Reformation Beliefs for you to consider are Sacred Sites and To the Glory of God. For a decent cultural game, you should aim for an output of about 75-150 faith per turn in the later stages of the game.
The basics of a Culture Victory (CV) are:
- secure a religion with one or several faith buildings
- get some of the midgame wonders (GlobeT, Sistine, Uffizi and/or Louvre) and fill them with Great People (remember to check the theming bonuses)
- beeline for Archeology and dig up as many Antiquity Sites as you can fit into your cities (Museums etc)
- beeline for Telecommunications and Internet (and Radar)
- if you need more culture to win, buy some Musicians for faith and get them into the borders of your competitiors.
There are many threads in this forum where Religion and/or Culture Victories are discussed. Just to give you one example of the most recent discussions, you could check out the thread Enjoyable Deity Games (Page 34 onwards, game reports on EDGE#121 with Ethiopia) and maybe you can pick up a hint or two. Anyway, I am sure that you will find playing for a CV with Piety very intresting!
I hope this helps.