You don't trust me, Blast?
The diety info I posted comes directly from 3.5 (or 3rd for that matter) edition Player's Handbook.
And you are right, Vecna used to be a Lich. Garl is the god of Gnomes as well as wealth.
Heironeous and Hextor are brothers.
St. Cuthbert was a cleric that ascended to godhood.
There's also a manual called Dieties and Demigods, where every single major or minor god in Greyhawk is described in detail, including the character sheet! (for epic characters who actuall get to be face to face with them and maybe even battle the gods).
You are free to be an Atheist. Nobody's forcing you to choose a diety. Actually I think your character, blast, is an Atheist.
Clerics (and, at higher levels, Paladins) choose Domains (war, death, law, etc.) that their chosen God has, which gives them new abilities.
However, the gods "give bonuses" to any type of character, if that character has achieved a deed which impresses the diety. In other words, when the character is high enough in level to do major things.