OK, from the thread linked in my sig:
There are two categories of deities: sidhe-deities and metaphor-deities.
Sidhe-deities are just extremely powerful sidhe. I classify them as deities, because I find it quite likely that some ancient god-concepts may have been based on encounters with such beings. For instance, the Old Norse gods, who had the unique quality of NOT being immortal - they could be injured or killed.
I also have no trouble believing that El, the original patron deity of the Hebrews was, in fact, a patron sidhe.
Metaphor-deities are more complicated, and more interesting. I actually revere them, whereas I simply acknowledge the sidhe deities. A friend dubbed the metaphor-deities "the Pantheon of Dreams." I like that, so I use it.
The members of the Pantheon, though revered, are still not to be worshiped. However, I accord them the same formalities due to the gods of other religions (capitalizing pronouns and the like), to emphasize their significance, also to distinguish the deity in the Pantheon from the character in the story.
That significance, and accompanying reverence, is not due to them as beings. After all, most of them are the simplest form, fictional characters. Obviously they are not to be worshiped by any definition. Rather, they are focal points for meditation. They are ideas, given name and form, and ideas are powerful.
Now, why bother with the Pantheon of Dreams? Why should metaphors be accorded any sort of reverence beyond poetic appreciation? A masterful character is an artistic joy, but what lends it theological importance?
The answer lies in the interaction of rhys and arn. Rhys, like matter, is a primal element of reality. It shapes arn and matter as surely as it is shaped in turn. Belief shapes reality. When we create an idea, that idea takes on a life of its own. When that idea takes the form of an entity, metaphor gives birth to sidhe. (For those who have read Gaiman, he expresses this idea far more beautifully than I.)
Off the top of my head, I currently revere:
Dream of the Endless, from Sandman because He so perfectly illustrates the significance of the Pantheon itself.
Naamah and Elua from the Kushiel's Legacy series. Naamah is a patron Goddess of sexuality in all its forms, and Elua patron God of love.
Gollum, LotR for his deppiction of the natrue of "evil."
Londo Mollari, Babylon 5 for his warning of how easily a good person can commit evil deeds.
My major mythologies have all been mentioned: Carey's Kushiel's Legacy, Neil Gaiman, and Babylon 5.