"Better to reign in Hell than serve in Heaven."
That lure is going to pull in a lot of arrogant, egotistical, and just plain asshole people.
You really have to look at how your cosmology is set up too. The Gods serve a function, so what function? How do they interact with the other Gods and why?
I've ran games where the Elven god of war was a human that an elven goddess seduced to help them against human and orc attacks. The more primal orc gods weren't evil, just "eat to live, motherfucker!" but the modern one is an evil douchebag who sees shortcuts by hurting and taking from others as just fine and might makes right (Lawful Evil). The human Goddess of Evil hates her twin brother, the human God of Good, because he does things in harmony with others where she takes the shortcuts.
But you would totally have clerics offering to audit your soul. Lists of do's and don't's.Kings and Emporers that would be terrified of losing the Mandate of Heaven.
Wars would be fought to stop stupid shit that causes more damage than just leaving it all alone.
Make the gods petty and cruel. Make them less 'compassionate and understandable' and more driven by the portfolio and consumed by their celestial task.
But most games don't take into account just how HUGE the churches would be.
The Gods are real. You got a massive stomach wound and some dude from Pelor healed it with just a touch and told you that you had to go to church every Sunday. You can bet you're going. You've seen magic and miracles.
There wouldn't be atheists or agnostics.
You wouldn't have any corruption of the holy books by some asshole prophet or the guy would burst into flame. No preacher up there teaching the wrong shit or an Angel statue comes to life and kills the dude right at the pulpit and finishes the sermon itself.
Of course, you have to go into the nature of the soul, what importance does it have, why do the Gods want them, where do they go when they die?
Do the Gods depend on their worshippers for power? If so, then you can bank of Holy Wars to wipe out the other dude's worshippers and burn his fucking churches.
It's all interesting stuff that is RARELY addressed.
But remember, people will trade every moral and ethic they have for a shot of pussy or a handful of coins. Even if an angel stood over someone and said "I wouldn't do that..." you'd still have dipshits taking a Golden Goose from a demon, wanting to hurry up getting the golden eggs, and butchering it.