A lot of life, and gaming, exists in perspective.
I've played a highly religious, god focused paladin, I've played a Mage who mocked priests for selling their souls cheap to a demon for spells, I've been a believer in a space master world where religion was considered synonymous with ignorant savagery, or an atheist in a world where such opinions got you burned at the stake. . .there's as many answers as there are gameworlds x the number of characters you can play in those worlds.
That said, I've done a Greece-like game, where there were limitations in play, namely you could not cast spells over 10th level, without making a choice. . .as a lower level priest you could cast any cleric/channeling list, but if you wanted those 11+ level spells you had to choose, and then you were limited to just the sub set of Cleric+Channeling that fit to the god you devoted yourself to. . .so pantheon priest allowed broadness, but to get the high level spells you eventually had to choose one god to devote yourself to, and that set your lists for 11+ level on. . . you still respected the rest of the pantheon, and might pray to them (or cast spells on the lists associated to them, in their name) but all your mighty works, and your first loyalty, lay with one god in particular.
Thats just one way of going about it, the GM could just as easily have left the pantheon concept in play without that limit, just the color/flavor of your prayers would tie to varied gods by spell. . .like you'd send a message in Hermes name, but call lightning down in Zeus' name.