GURPS Religion is a great reference book. It talks about several different kinds of gods, pantheons, and aspects of life.
1. You don't need to cover all aspects of human endeavor with a god. Not even most of them. Pick out a handful of key things that your society values and build gods around those.
Don't be afraid to combine areas in interesting ways. And remember aspects of gods; one god can have many different faces (in history, this probably comes from assimilation of conquered peoples, but you can make it work differently).
Backstory and the hows and whys of the pantheon can create RP opportunities and local flavor for the game:
Vashina, Dread Mother, is the goddess of death and prophecy. In the Before-Time, all time was one thing. To see into the past or future, the priest must kill a living thing (usually a small animal or bird) so that they can see through the rift into Death.
A gods portfolio can expand in interesting ways:
Derin is the God of Merchants. He's also venerated as the god of wine and food, so his effigy is almost always found in taverns. His symbol is also found on the coins. Derin could be expanded to be a general god of crafts, which makes him the patron of all who make things, or as a god of roads and bridges. Things that connect up with the concept of 'merchant' or 'exchange' can be added to his portfolio. Eventually, Derin could be the God of Civilization for a great mercantile empire, and could be considered the King of the Gods.
Try doing what some ancient peoples did, and combine concepts of gods as you go along. Now, in your world the god has always existed in this form perhaps, but it adds 'false verisimiltude' (probably didn't spell that right); it adds depth to the campaign. Little bits of color can go a long, long way to getting your players to accept the world as 'real'.
Suppose that Derin, god of Merchants becomes God of Civilization. Then he could embody concepts that lead up to Civilization. He could have an elemental side: Fire. Fire is the One Big Step towards civilization. His temples always have a fire burning in them. Every Midwinter, the city douses it's lights at dusk. Then the priests of Derin move through the city, lighting lights from brands lit from the central fire, representing how Derin brought light and hope to mankind.
The Wheel is another big step. Temples to Derin often are round, or have a wheel motif in their decoration. Maybe the special coins the temple mints are called 'Wheels'.
Combining aspects is also a good step. Vashina is the Dread Mother; Dread because all men fear death, but Mother because she is also the patron of women and midwives.
Differing aspect of a god may be difficult to pull off but they can also keep every temple of God X from being like all the others. In the real world, religions fracture after a time. Cults form. Forms of worship drift. Wars are fought over such things. The alignment spread in 3E actually helps encourage this.
A LN god can have a LG cult, a LE cult, a LN cult, and a N cult, all worshippoing the SAME god. Those neutral-alignment gods tend to be, as you might expect, embody broad concepts that don't fit within easy moral boundries. If Derin is a LN God of Civilization then he's mainly concerned with lifting people from simplicity to complexity.
Maybe the LN cult, the main body of the church, is dedicated to laws. They catalog, they investigate, they regulate. They form the judicial system, since civiliation is built on a foundation of just and fair laws, applied impartially.
The LG cult are those that beleive that knowledge should benefit the populace. They are the ones that open schools for the city poor, the ones who walk in the rural communities and teach farmers to write their own names. They create trade networks that bring needed food to places that have none. They are diplomats who seek to bring all humanity together.
The LE cult sees Derin's gifts as meaning that they are mean to rule. A more civilized society will crush a primitive one without extraordinary bad luck. They will seek to spread their empire through domination of trade networks, or by military conquest.
Another LE cult will be the Inqusition, the ones that root out anarchy and dissent.
The N cult is dedicated to knowledge, pure and simple. They take it all in, the good and the bad.
2. The 'Kingdoms of Kalamar' approach is an interesting one: the gods are known by titles, such as 'Bringer of Death'. Each society, though, has a different name for that one god. If you're talking about a universal pantheon here, as in 'one pantheon created the entire world and all the peoples on it', then different societies might worship different gods. Much like ancient Egypt, where one city would have a patron god, who might be venerated more than the others.
