Out of all polytheistic, mythological traditions, my two favorite are the Irish and the Indian mythologies. Why? Well, let me elaborate...
1) Tricksters - Both traditions have friendly tricksters. Krishna, for example, is always stealing milk maids' clothes while they're bathing.

2) Geis - In Irish mythology, if one has a 'geis' or taboo placed on them, they must obey it, no matter what. Breaking the geis could lead to grave misfortune. Cuchulainn, for example, wasn't allowed to eat the flesh of a hound...
3) Blue Skin - Hello? It's awesome. Though the blue skin of certain gods is thought to represent dark skin (ie. not aryan).
3) Gods who 'do it' - And Goddesses who enjoy themselves in the process.
4) Warrior Goddesses - Mary and Mary are nice, I guess, but they're both pretty powerless. In the Irish tradition we've got Aoife, warrior princess, and in Hindu tradition Kali, the human skull wearing, bloody mother Goddess. Irish has Morrigan, Goddess of War and Fertility and her aspects Macha and Babh who like to show up as hooded crows, and Hindu has Durga, who rides a tiger, drinks wine, and slays buffalo demons.

