A few ideas on expanding the concept of deities:
Small altars scattered throughout the land dedicated to certain deities. Perhaps these altars are built in the area of where something relative to the god occured. For example, if there was much murder done (perhaps in a large scale battle/war in the "Desert of Static" then an altar made to one of the deities of murder would be constructed within it. Or, if possible, at the site it happened.
There should only be one type of each deity, if possible (if it isn't already like this). For example, only one deity of travelers, only one deity of persuading. This needs to be inplace for the following suggestion to achieve the intended effects.
Deities should generally inhabit the world in places that are akin to their governing, if possible. For example, the god of the sun may reside in the biome that gets the most sunlight in the world. The god of rain in the biome that gets the most rain in the world. For other more difficult deities types, such as deities of fire, may have their own procedurally generated places. Whether constructed by their followers, or ones they created by themselves. For example, a deity of fire may reside in a firey pit deep inside of a mountain (like a magma crab), or even more unlikely, on the surface, in a land that it has completely decimated with fire over time. There are many difficult deity types that would be hard to incorporate, but in the end, the effects would all be very interesting.
Perhaps in fortress mode, if you please a deity, you could get them to reside in your fortress, or reside nearby. For example, creating many, many, high quality iron goods may please the deity of iron. Engraved images of them would also attract their attention. Just as well, you can enrage them. If you chop down massive numbers of trees the deity of trees may get very upset with you, and will result in repercussions of some degree. Such as attacking/smiting down anydwarf that tries to chop them down.
It should in no way be easy to come into contact with a deity, or get them to even converse with you (If even possible, in their case). But when you've gained their trust or favor, perhaps you can perform various tasks relative to their power for them. Such as slaying the enemies of their precious followers, or dealing judgement for them. Perhaps amassing sacrifices for them, such as the god of iron demanding at least 300 dwarven weight units of iron items to be brought to his domain. Perhaps the deity may bestow onto you a gift/power/object once you have greatly pleased him/her/it. Whether it be the god of healing bestowing an enhanced rate of recovery, or the god of (insert name of material) giving you a random artifact crafted from (insert name of material), masterfully engraved with itself on it in adamantine, etc. These meetings with a deity will very rarely happen, but those who seek it, and are smart about seeking one, very well might find one.
The main goal of these additions would be to add more content for those characters that simply don't want any more business with/have mastered dealing with goblins, bandits, and the occasional roc/dragon. It would add a sense of wonder to the world, rather than always knowing what will be over the next hill, or in this next cavern. Rather than a question of "Either it's nothing, or some variety of creature/enemy that i've already encountered many other times, or poses no real challenge." It would allow for many unique and memorable adventures, and fortress challenges/blessings. Nothing like having the deity of magma being pissed at your dwarves.