from Sorcery, Purity, and other bits of loose canon
(behind the link is not part of the house rules anymore, simply a look into my thought processes.)

Angels do not (as opposed to cannot) engage in Will wars as individuals because they're instruments of the Symphony. An angel new to the corporeal realm doesn't think of himself as an individual in any sense, and so cannot battle wills with anyone. An angel who has spent significant time in vessels has come to think of himself as himself a bit more, and thus can indulge a will war with someone by momentarily separating his will from that of the whole. An angel who has spent most of his career Earthbound is used to thinking of himself as a guy rather than an instrument, and he might be bluffed into forgetting that he is part of a whole. Such an angel could be summoned, bound, even exorcised as long as he fails to remember his true nature. Doesn't happen often, almost never. Well, not for more than a few minutes anyway.

An angel is a being of spirit. He or she is of no fixed gender, though usually identifies as one or the other. His celestial form may bear some resemblance to a human form or none at all. A human who looks with naked eyes on such a form will have a forceful emotional reaction to it, and often an unpleasant one. We are simply not meant to have close, unfiltered contact with such beings. For this reason Superiors create vessels.
A vessel is a construct of flesh, and at first the angel might regard it as little more than a suit. Outside of breathing, it does not require the usual types of maintenance that a human body does; at the same time it is medically indistinguishable from a human body. Superiors have been making these things for millennia and they're damned good at it. They even take requests--there's usually no point making the angel inside uncomfortable. Usually. Some Superiors have a sense of humor.
Therefore, getting vessel-killed is highly traumatic but not fatal to the celestial. Death hurts, no matter how you look at it, and even celestials have a survival instinct. It brings a sense of failure, which angels seem to take poorly. It tears away the mind from the brain, leading to confusion. Still, the celestial survives, is taken into the bosom of his brothers and rebuilt. Humans don't get that option.

from Ethereal and Essence Physics
(behind the link is not part of the house rules anymore, simply a look into my thought processes.)

In that body is the seat of emotion--overall health rather than just the heart itself. Without its body a human soul risks dissipating, having lost an essential part of its human being. Angels guide such souls to Heaven, demons to Hell, reincarnation is a happy event for most others who find an unoccupied baby in the womb. Very few simply dissipate and not all find this a bad fate; Buddhism posits this as a desirable state, the loss of the very last attachment. So what keeps a soul together? Essence?The nexus of the body and soul.
Simply, a human being in order to be human is both body and soul. In life, they're inseparable. In death the person is not quite whole for very long, clinging to the memories of body like one in a dream. Most long for a time to return to it to complete life's work, though some can relinquish it in peace. Even so, there is something missing in becoming pure spirit, and so they move on.
An angel without a vessel is inconvenienced and upset. A human without a body has lost half of himself.

"Pocket space" aka vessel space

When assuming celestial form in the corporeal realm, an angel or demon has the option of stowing his vessel in a vessel space. This takes a moment of concentration, so a celestial who's been surprised out of his vessel will find that vessel in a vulnerable place. (Demons hate that, as angels aren't vulnerable to exorcisms.) Unless the celestial being loses all his Perception and his Superior is unwilling to help him out, he will find that pocket and be able to re-inhabit the vessel when he wishes.  

The Loa are specialists in possession, and alone among the surviving pantheons are not bound to any place. All other pantheons have at some point in their history been attached to particular sites, temples, mountains, peoples, with the obvious exception of the God of Abraham, who moved with His people. This, one speculates, is why He is as sympathetic to the Loa. Most pantheons that have not been exiled entirely to the Marches have what is functionally a Tether in the homeland of their worshippers. The Hindu gods have it nice this way in that most of their temples are still intact and in use. The Olympians are well known around the world but their actual temples are in ruins and their actual believers few, so they receive less Essence than the Hindus. The Wiccan goddess has yet to solidify a single Image or place of worship, though it appears she is attempting the nomadic strategy within a nature niche.

An ethereal needs a consistent and coherent image, a mask in game mechanics, to gather Essence outside of these tethers, and even that is highly inefficient. Those who remain primarily in the Marches hide their tethers as best they can. Those who remain exclusively in the Marches face slow starvation, as it's difficult to gain worshippers when you can only affect their dreams.
Ethereals do not generate enough Essence to survive without worshippers. EPG pg 19, 'fading' is a constant and real fear for the ethereals.
Dreams however, being fluid things, are continually feeding tiny bits to old gods and creating small and fleeting new ones. As long as humans dream, there will be ethereal beings. The Purity Crusade was ultimately futile, a war against human dreams.
Essence goes to the gods most efficiently at their Tethers by highly passionate worshippers willing to make great sacrifices. Where that Essence comes from, Bonewits puts it well, substituting 'mana points' for 'Essence.' I haven't worked out the math on it entirely, but here's a basic formula for what provides mana/Essence to an ethereal god:

Location:
Best: at a tether
Good: at an altar dedicated to that god, with the correct image, in the god's homeland
Nice try: a temporary or incorrect altar, or one too far removed from that god's homeland or tethers

Passion:
Like sorcery, how much feeling goes into the work affects the power of it.
Best: a physical sacrifice to the god of something the offerer suffered or will suffer a significant loss to part with, done willingly. A living being--the god can claim much of the Essence as it leaves the living being, how much depending on whether the dying being is willing or actively fighting the process. As Thaumaturgy notes, a dying person could use his last Essence to hurl a death curse, both removing his life force from the sacrifice and screwing over his murderers.
Good: Dedication of a revelation, victory, defeat, or other profound experience to the god, with some physical token to remember it by. Abstinence, fasting, or other relinquishing of daily pleasure (or in the case of a sensuous god, indulgence one would not otherwise do).
Still nothing to sneeze at: Bringing the god something the offerer knows the being favors (i.e. rum and cigars to Samedi, a sword to a war god, etc.). Spending some time in prayer or meditation, listening to appropriate music or reading appropriate literature (in a sense, acting like a fan). Active participation in certain rituals.
Nice try: A small financial offering to the god's clergy, a visit to a shrine without feeling, generic gifts. Passive participation in a formal ritual. These things are all considered polite, but they don't actively feed the deity.

The gods in continuity

"The Old Gods" and "Pantheonic relations" pgs 114 & 116 of EPG was correct as of 1999, and with one exception have not been established changed since. (In other words, there's nothing in MHC contradicting canon.) That one exception is the kami, the gods of Japan. For that see Big in Japan, the tiny bit of fic that I wrote. Even those events are not well known to the Host at large.

There is one other pantheon in play in the background that bears noting. The gods of Hawaii sit in the celestial void left behind by the deaths of Oannes and Vephar, and quietly nudge celestial outsiders off their islands with bits of "bad luck" and ill-timed volcanic eruptions. There is one celestial tether on the islands, Gabriel's tether at Kilauea, and as long as it isn't much used there is a mutual tolerance. This has the net effect of making the Hawaiian Islands a celestial quiet zone, so nearly free of Disturbances that any Disturbance that does happen is magnified by contrast. Outside the islands perhaps the Host is hoping their gods images become too diluted to support.

The Loa