Well, among my Living Greyhawk characters, there's a wizard 6/divine oracle of Boccob 3, and a scout 3/ranger 1 who follows Wee Jas...
The scout is fun to roleplay. Apart from being a fervent believer in a goddess of death, magic, law, and love, he is also a Suel racial supremacist and a former Scarlet Brotherhood soldier. He detests slavery, however, and keeps his prejudices in check, for the most part. Except when dealing with the Bakluni, who are dogs unworthy of breathing the same air as Dar.
There's an amusing anecdote involving Dar, our other local follower of Wee Jas, Tular, and our local cleric of Pelor, Raziel.
There was a module called "Mad God's Key" in a Dungeon a couple of years ago. It is a fine, fine module, and it could be played in Living Greyhawk, with a 1st-level character. Among the possible rewards was a blessing of Wee Jas that, for one month from the date of playing the adventure, would automatically stabilise you if you were to fall below 0 hp.
Well, Raziel played it and gained the blessing. Following that game was a rather intense period of gaming for us, and during that time, Raziel fell unconscious at least once every module, sometimes several times. The blessing must've stopped his bleeding a dozen times or more. Thus, now when Dar, Tular and Raziel find themselves adventuring together, Dar and Tular keep whispering between themselves "Yes, he is blessed by our Stern Mistress." "He is worthy of respect." and casting meaningful glances at the Pelorite. He hates it.