A lot of games have pantheons of multiple gods/spiritual beings. Fantasy RPGs are notorious for this. Yet, I don't think I've ever played a game where the gods actually did something! They're usually just described in a casual way and how they directly affect the common person's life (let alone directly affect the lives of the PCs) is left up to one's imagination. To me that seems weak. This is like a whole realm of goodness that seems underdone and underimagined, IMHO.
So here's what I'd like. How should a pantheon of multiple dieties be done? How can a game desiner use that trope to have an impact of actual play? Why and how should the gods be important to the common person and the player-characters?