Although bwarner's answer was helpful as always, no one verified beyond "I think so" that puppet cities are affected by each of the civilization wide effects, so I did some testing and:
Yes, puppet cities are affected normally by all civilization-wide effects.
I can't verify that there are no exceptions, but I verified at least one of each of the things I was concerned about...
The Testing
Civilization Special Trait
I loaded up France on easy, and went about conquering. Japan fell, giving me Kyoto to play with. As soon as I conquered the city and took it as a puppet, it was producing 2 culture. This matches perfectly with France's ability, so CHECK!
More Test Setup
Having acquired my victim, I setup the test: social policy ready, golden-age ready, and wonder ready all on the same turn! (Save file available upon request, whenever I get around to it after that.)
Before
Social Policy
I enacted Liberty->Republic, which gives +1 production/city. That matches, so CHECK!
Golden Age
I already had culture working for me, so I started the golden age by enacting the social policy Piety->Reformation. Clearly shows an increase in both gold and production, CHECK!
World Wonder
If you take a look at all of my cities from the same turn, you can see Orleans is about to finish the Sistine Chapel, which gives +33% culture/city. I went to the next turn, and without any growth or buildings completing, the after shows increased culture on Kyoto. (Lyon also started with 7 culture and ended with 9 as well, so the rounding definitely matches.) CHECK!
Everything checks out. I suppose puppets really are just normal cities that you don't control. I would still love to hear if anyone finds any exceptions!
With the exception of diplomatic responses that can be taken as promises and some of the ones relating to city-states, they're just flavor text.
The "promise" ones are stuff like you saying you aren't planning to invade or expand near them. Breaking promises makes all civilizations trust you less, not just the one that you're talking to.
The city-state ones that effect things are ones like where they attack a city-state under your protection and you can choose to ignore it or stand firm. I believe hovering over the options actually tells you, in this case, what they do.
There's some more information on this dynamic on the civ fanatics forum.
Best Answer
All buildings in puppeted cities contribute towards your civilization. So money-making buildings, for example, add money to your civilizations. Wonders share this behavior, and you'll get that +1 culture from The Oracle.
Notice that when a city is conquered, each building has a chance of being destroyed; in particular, all defensive buildings (such as walls) and all culture buildings (such as monuments) are destroyed. Wonders, however, do not get destroyed and remain in that city (with the exception of national wonders).