The latest episode of Roguelike Radio was released a few days ago. The entire episode was dedicated to the use of deity systems in various roguelikes. I like the idea of having gods in a game, though it has to be well thought through and should preferably be added as a central part of the game right from the start or not at all. There are many features a roguelike developer could be tempted to add just because they are cool or because one of the major roguelikes does it. Adding gods and a deity system is one of these things you might be tempted to add without giving it too much thought.
I also prefer having a range of active gods giving passive perks rather than in some other games where you pick a single god and actively have to [P]ray to trigger the god and the system. In the latter, gods and the abilities they grant almost becomes an extension to a spell system and something you can use when you need it. Gods should not be under the player's direct control, rather a thing that could help you in a tough situation if you have been playing by the rules of the gods (be it wearing certain items or killing certain monsters).