Much like in Civ IV, I think it quite likely that I will start out with the notion that I will win a cultural victory, but with all options set to on, it's quite likely that I'll either win another way, or start a new game after I've played that one enough.
It's actually very rare for me to play all the way through Civ IV and win, in general I get bored silly and on my next play will end up starting a new game. I guess I must find it more enjoyable at the start of the game than I do in the middle or end.