Since I needed this also, here is an implementation:

Custom profile setting:

<add name="Language"
    type="System.String"
    allowMarkup="false"
    resourceFile="CountryISOCode2Resources"
    labelResourceKey="LanguageLabel"
    lazyLoad="false"
    requiredForRegistration="false"
    showOnRegistration="false"
    allowAnonymous="false"
    visibleToAnonymous="false"
    visibleToAuthenticated="true"
    visibleToUser="true"
    editableByUser="true"
    regexValidationExpression=""
    regexValidationErrorResourceKey=""
    onlyAvailableForRoles=""
    onlyVisibleForRoles=""
    defaultValue="vi-VN"
    includeHelpLink="false"
    >
   <OptionList>
    <Option value="vi-VN" TextResourceKey="CountryLabelVietNam"></Option>
    <Option value="en-US" TextResourceKey="CountryLabelUnitedStates"></Option>
   </OptionList>
  </add>

and IHTTPHandler:

using System;
using System.Globalization;
using System.Threading;
using System.Web;
using mojoPortal.Business;
using mojoPortal.Web;

namespace CustomCultureForUser
{
   public class UserSettingCultureHelperHttpModule : IHttpModule
   {
      public void Init(HttpApplication application)
      {
         application.PostAuthorizeRequest += DetermineCulture;
      }

      public void Dispose() { }

      protected void DetermineCulture(object sender, EventArgs e)
      {
         HttpApplication app = (HttpApplication) sender;
         if (!app.Request.IsAuthenticated) return;
         try
         {
            SiteUser siteUser = SiteUtils.GetCurrentSiteUser();
            string langsetting = siteUser.GetCustomPropertyAsString("Language");
            if (!string.IsNullOrEmpty(langsetting))
            {
               CultureInfo ci = new CultureInfo(langsetting);
               Thread.CurrentThread.CurrentCulture = ci;
               Thread.CurrentThread.CurrentUICulture = ci;
               return;
            }
         }
// ReSharper disable EmptyGeneralCatchClause
         catch
// ReSharper restore EmptyGeneralCatchClause
         {
           //Ignore errors. Nothing we can do anyway
         }
      }
   }
}

I had to add LanguageLabel to CountryISOCode2Resources.resx

<data name="LanguageLabel" xml:space="preserve">
    <value>Language</value>
  </data>