When I was part of a coven we read a lot of spiritual books to find a deity we liked. It also makes more sense to say we ‘worked with’ the deity rather than ‘worshipped’. Some like Egyptian deities, Thoth, Ra, and Isis were favorites.
I personally took Mercurio as my spirit name. At first I thought I’d work with Apollo, but a discussion with my High Priestess revealed that Hermes was a much better choice for my personality. After reading a few old stories, I had to agree, I’m far more tricksterish than law-giving.