Zeus: The king of gods. Not all-powerful, or all-knowing. Although he has a lot of power, he can be overpowered by other gods, and he holds no power over fate, despite his foresight. Often considered the father of gods and man, even though the gods were created by Chaos, and he himself was the grandson of the original gods. Man has several accounts of creation, usually not involving Zeus. We even get the sense from some stories that Zeus hates humans.
Hercules/Heracles: The son of Zeus, born a man, but raised to deity. He was born to a mortal woman after Zeus impregnated her, and Zeus' wife Hera become jealous and continually tortured him. Despite being mortal, Hercules possessed super-human strength, but he lacked the ability to control his temper. After dying a tragic death, caused accidentally by his wife, Zeus made him an Olympian, where he even received Hera's approval.
Yahweh: The all-powerful, all-knowing creator of everything, both a God of wrath and mercy. "Yahweh" was the considered the unspeakable name of this God, and even writing of the name was followed by washing of hands and prayer. Unlike other gods, Yahweh is without any weakness.
Yahshua/Jesus: The Son of Man and Son of God. Unlike demigods of Greek tradition, Jesus was both fully man and fully God. Also unlike the demigods, Jesus was not separate from His Father, but He was the physical manifestation of His Father.
I cannot comment on Odin and Thor. I don't know much about them, besides the fact that Odin is a summon in Final Fantasy VII and that Thor has a comic book series.