Just thinking about this, while I'm reading "Wulfrik", a Warhammer fantasy novel featuring a chaos champion. I'd love to see a world where there are no out-and-out good gods. At best they'd be neutral, and many would be either completely chaotic or evil. I think it would make an interesting twist on a setting.
Sample Gods (borrowed from many sources)
Babeester Gor - Goddess of Vengeance and Booze. She is worshiped by wronged women and drunks. She is more than happy to help her followers kill those who offended them.
Earth Mother. Represents all aspects of the world, both it's beauty and it's horrible destructiveness. Many primitive peoples worship her as their main deity.
Kharne - the Blood God. He wants slaughter, and he doesn't give a crap about anything but blood sacrifices. Badass warriors are held in high esteem, wimps are for slaughter.
Malar - The Beastlord. He is god of the Hunt, and requires blood sacrifices. Great hunters who face horrible monsters alone are the heroes of his cult.
Nyarlathotep - The Crawling Chaos. He insinuates among civilized peoples and leads them down the paths of madness.
Thed - Lord of Rape and Beastmen. Thed expects his followers to be brutish rapists, and is the creator and lord of all beastmen.
Shar - Goddess of the Night and Keeper of Secrets. Her followers are assassins and scholars bent on keeping all knowledge for themselves.
Slaanesh - God or Goddess of Lust and Cruelty. Slaaneshi cultists revel in deviance of all forms. Many are sadists, and happily torture their sexual partners.
Talos - God of Storms and Disasters. He sends earthquakes and hurricanes at his whim, testing his victims to see who is strong enough to survive.
A world with this pantheon would likely be stuck in a permanent dark age, which would actually make the slow to non-existent pace of progress assumed in most fantasy games to make sense. It would also make more sense to me than Carcosa, where all the gods are Cthuloid, and really don't care about mortals at all. At least with this lineup, the gods would have a reason to be at least minimally involved in the world.