Books involving Gods as characters.

[paradoxical]

Amazed no one has mentioned this one yet. Sorry if someone has and I simply missed it.
Dan Simmons - Ilium
Gaiman's Anansi Boys of course - American Gods having already been mentioned.

Oh, come to think of it, Guy Adams The World House - more aliens posing as god-like beings, but it gives the same vibe.

 

[Mith]

How about Steven Erikson's Malazan Book of the Fallen series? Gods are fairly prominent and powerful in each book, then there are ascendant characters who scare even the gods.

 

[Ilumene]

Blackdog by KV Johansen is worth checking out if you're into Gods featuring, and as an older suggestion - THe Waterborn by Greg Keyes I also enjoyed.

 

[K. Riehl]

Dave Duncan- The Seventh Sword trilogy has lots god interference. It also has a modern man in ancient times using knowledge/technology component.

 

[hitmouse]

Moorcock's Eternal Champion books have the same gods, notably Arioch appearing at various intervals. In some e.g. the Corum series, Arioch is the main enemy of the Champion, and in others e.g. the Elric series he is the main patron of the Champion.

A major subtext in these books is the relationship of gods and mortals.