I -think- it was Llugh who was the ‘shining one’. I remember some mythology where he came to his local pantheon and asked for admittance. He said, “I can be a smith” (“We’re already got a smith”) “I can be a baker” (“We’ve already got a baker”), “I can be a warrior” (“We’ve already got a lot of warriors”) etc. etc. etc. His winning bid was, “Yes, but do you have anyone that can do -all- of these things?”
Gotta love a deity that can multitask.
I worship Hecate.
Anubis, since he has a big freak that eats people.
or something else maybe…
Cernunnos, Hecate, Morgan and Brigid 
Despite having the Aesir as part of my user name, I’m not too fond of the Norse mythos. I do have a fond place in my heart for Loki though.
Aside from the Trickster god, I’m also partial to Hades, Deimos, Anubis, Poseidon, and Prometheus.
Were I not a Christian, I think I’d be rather partial to Eostre.
J. R. “Bob” Dobbs is pretty nice too. I guess he’s not technically a god, but I won’t hold that against him.
I read the Norse myths when I was a kid and I was partial to Odin. Mighty Thor had major temper issues, Loki started out as merely mischievous but ended up being a murderer, and Balder was so lame he was killed by a sprig of mistletoe. But Odin was cool! And weird–he pulled out his eye to obtain wisdom, only to learn that his world would end and he would die with it. He had ravens that told him what was going on in the world and wolves that would pull his chariot–and a winged helmet. I used pretend I was him by putting the collander on my head and waving a stick as a spear. Of course it wasn’t a magic spear, the collander didn’t have wings, and I couldn’t find any talking ravens or wolves that were willing to pull my wagon. It was fun anyway.
Athena.
Nyarlathotep. The original MiB!
Well, gee, as far back as written records go that mention my own family, (and that’s well over 1,000 years) we’ve been Christian.
Yeah? Well I ain’t askin’ you, Yahweh-Jockey. 
Another addition of my own? Fortuna, who does rule my life. I didn’t mention the heartless b-er, that particular goddess before, because I…try not to think about her.
Ranchoth
(Carl Orff was right…)
I am fond of Herne the Hunter, due to his relation with Windsor Great Park where I would spend many a long summer evening.
I like Diancecht & The Dagda. (Gosh, what a big club you have ther…no, wait, is that? …THAT’S NOT A CLUB, THAT’S HIS…)
Arrrmatey- right. Lugh, or Llugh. AKA “Lugh of the long hand”, aka “the Celtic Apollo”.