I agree that Siam might be the best choice. In fact I just managed to obtain a cultural victory with Siam in 1993. Imho, these are crucial wonders:
Stonehenge 8 culture per turn. In the early stages this is really good.
Great Library Free technology. Use it as a slingshot to classical era. I usually go for Civil Service as it's the most expensive tech.
The Oracle Free social policy, and does not increase the cost of the next policy IIRC
Hagia Sophia 33% culture generation in all cities
Cristo Redentor Social policies cost 33% less
Because my capital tends to be my main culture producing city (besides the allied city states), I tend to favor these buildings:
Hermitage - increase culture output of city by 100%
Broadcast tower (not technically a wonder) - doubles culture output of city
Great people are also very very useful (when are they not?!

), and you will have a ton of these GPs what with all the wonders you are going to spam in your main culture-producing city. As many Golden ages as possible are going to be almost mandatory in helping you produce extra gold/food/production seeing as how you're only going to have 2-3 cities.
Also, I actually use the 2 free policies from Piety early on, because there are 2 policies in the Freedom branch that will really help you out. I think one of them is that cost of social policies is reduced by 25%.