Many lesser gods exist - those who have been lifted up from mortalkind to serve the gods. A few have spurned their responsibilities in search of power; these are known as the Forsakers.
Most species worship at least some of the major gods, and cities often have places of worship for lesser gods as well. Each culture interprets the major gods differently, although arguments over whether Thrace is a human or a dwarf are usually reserved for the uninitiated and clueless.
While the gods themselves seldom directly control the organization or behavior of their clergy, they do distribute clerical blessings as they please - sometimes, to the chagrin of the organizational structure - and minor gods, in particular, are more likely to listen to prayers, even if they don't heed them.