Don't just give the deities domain portfolios. Have them act in extreme accordance therewith and be delighted when the PCs do so.
The gods are inhuman and frequently delight in inhuman things.
Avandra, goddess of luck, change, travel, freedom, wants PCs to:
* break up marriages
* assassinate rulers
* destroy buildings and statues, especially her own
* build new things
* play Russian roulette
* violate contracts
* set things ablaze
* go somewhere else, now
* bust people out of prison
* give people lucky breaks
* have parents abandon their children
Her priests teach these things. Her extremists are even more extreme. Her holy symbol can be found (ambiguously? A natural occurrence?) near sites of such action.
In other words, players don't need a domain list. They will know from things that happen in the game what a deity is all about.