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!
The amount of production of a great engineer on normal speed is calculated using the formula
300 + 30 * city population
So in a city with a population of 1 the engineer only results in 330 production, in a size 15 it results in 750 production.
For quick speed the formula is:
200 + 20 * city population
For epic speed it is:
450 + 45 * city population
and for marathon it is:
900 + 90 * city population
The amount of hammers does not seem to be influenced by era, map size or difficulty level.
Conclusion:
If you want to hurry late game wonders, build it in a city with a large population.
Best Answer
The Sydney Opera House wonder can only be built in a coastal city, although this is not mentioned in its description.