As in the other games, Zeus grants you benefits when you please the gods. I'd say, the four games (Zeus, Caesar 3, Pharaoh, Emperor) are pretty much two games with slightly different themed versions of each. In Caesar and Pharaoh, you have a single type of housing, which provides you with workforce etc. Buildings send out walkers to check for employees, and bazaars and such are build seperately.
In Zeus and Emperor, IIRC (It's a fair time since I've played any of the four), you have two types of housing; regular and elite. The regular ones are the ones who work & stuff, provide all the basic things. To build elite housing, you have to have certain goods at hand, but in turn, those are the ones who provide your military. To add to the difference, in Zeus and Emperor, you build a market of sorts, where you place different stalls - Weapons (Zeus only, IIRC), tea (Emperor), food and other things. This is then distributed by a single walker. Also, buildings don't send walkers out for employees; if you have the necessary workforce in your city, they're automatically supplied.
Yeah, I kinda liked those games.
Edit: Ninja!