I have won once and yes, Boomsie, with the Romans... but it was an economic victory. Now I want to win with another civ, preferably a cultural victory, but dang, it's tough! I almost won a tech victory last night but all the other civs ganged up on me and I couldn't finish my ship. Oh so close!
When I launch my spaceship, I tend to go overboard with defense and rush an SDI defense and send all my defensive units to my capital so I can make sure I win, and I make all my offense units take over enemy cities only to have them get taken back a turn later >.<
Also, if you can't get a cultural victory with the Romans, you're doing soemthing wrong. They were pretty much made for that.
half price roads so your defense can move along nicely, so you lose no cities that are producing culture, plus the extra gold from the roads being at half price let you rush the half cost wonders, which also come at half the rush price. The Republic at the beginning gives you the chance to expand rapidly SO DO IT. Lots of cities= Lots of culture
Then the plus 1 population for new cities lets those cities work with multiple squares at the start, letting you rush in temples (more squares could mean more production, more production lets you rush for less)
There's must be something you're doing wrong. Remember, stonehenge is still useful, even if it gets taken out early, it'll still count for the cultural victory.