So... the real "Rules" of a Polytheistic Pantheon in a Multi-Pantheon setting.
1) You worship your Pantheon. You may, personally, hold one deity over all others (Those devoted to the temple of Athena valued her over others on a personal level, but still worshipped them all) but you worship all of them and make appropriate offerings when the time comes. (Even someone devoted to Zeus gives offerings to Demeter for the Spring and Fall) And when you die you go to where the Pantheon's Worshippers go (Valhalla, The Underworld, Wherever)
2) Your pantheon may be at odds with another pantheon. If they are, then you are likely at war with that pantheon's people. If you're not, then it doesn't matter what gods they worship, you're still going to your idea of heaven and their choices mean nothing.
3) The gods provide Blessings, and Curses, to those who make worthy offerings and sacrifices, those who serve faithfully or unfaithfully, or to those who cause insult or spurn them. Deciding to change your religious affiliation to a different pantheon is liable to bring down curses, which your new gods may or may not help you out with.
4) Polytheistic religions rarely, if ever, Proselytize. They don't need to. Everyone who "matters" already worships the right gods. That said, they also generally do not allow the worship of other gods in their homes as it might be viewed as disloyalty by their gods. So slaves/servants are often savagely stopped from foreign worship, or forced to convert.
5) During times of Conquest, 2 and 3 go out the window and everyone converts or dies 'cause your church and your political authorities don't want "Heathens" to hold onto their own traditions instead of adopting the colonialist religion that you hold. Any tradition that cannot be broken will instead be recontextualized as part of the newly dominant religion.
How'm I doin'?
Meanwhile, most D&D Pantheons ignore pretty much every aspect of these 5 rules and just play Monotheism in a Polytheistic setting.