A city produces wood, wine (or marble/crystal/sulfur), and gold. In the god's shrine, you can choose to pray only one god and receive only the corresponding bonus.
My suggestion is: for each level of the building, you can assign one god to a city, and a city can pray to multiple gods (even all of them) and receive the corresponding bonuses.
An alternative to this suggestion is to divide the bonus generated by the building (e.g., 40% on wood) based on the gods prayed to (e.g., 20% wood and 20% gold).