Seth (Set)'s Clique: The Outsiders
These gods are always on the outside of things: groups, classrooms, towns, you name it. You'll rarely find them in the middle of anything because they're total loners. Seth's part of this group, but don't ask him to admit to it.
Is it because he only has one eye? Is it the eight-legged horse and the creepy ravens? Or is it just that Odin seems to know everything about the rest of the Norse gods (and really, about everything), that nobody really trusts him? Hard to tell when he's off wandering again.
Hephaestus is such an outsider that Hera and Zeus threw him out of Olympus as soon as he was born. He doesn't seem to mind, though. He gets more done without other gods underfoot.
The tricky spider spirit of the Lakota people of North America never had a lot of friends. Most of the time he avoids people, but if they need help, they can ask him to come back to town. Just don't trust a word he says!