Think about it this way... Christians always emphisis that what you BELIEVE is key. If you accept Jesus Christ as your savior, you'll be "saved" and all that... apperently, it's even more important than how you behave (that's another rant).
In paganism, I've found that it's what you DO that tends to lead to the greater spiritual reward. So, if in circle with your coven, you follow the practices laid down by their patron deities and interpreted by the coven, you're good. In private if you follow the practices you've been led to by your own patron/ess then you'll be fine. As long as one doesn't seriously conflict with the other (particularily if your coven practices something that is against your personal moral code as laid down by your personal patron/ess) then you should have no conflict. You should also be able to discuss (outside of circle, anyways) your relationship with your personal patron/ess with covenmates if you need advice and guidance... these should be your friends and fellow pagans who might be able to help you bridge that gap if you are feeling unsure or uncomfortable.
If you look at them from an archtypical point of view, it makes it a lot easier, think of it this was, Merlin (okay not a deity but for the sake of argument) Gandalf, (again, but play with me) and here I am going out a bit further, Obi Wan Kenobi (from the originalones) are all wise, old man, father/mentor figures. Mercury (in Latin, Mercurius ) was easily equated with Hermes of the Greeks, but here you have a variation of Indo-European deiries. Thoth (Djehudi) because of his association with writing, and magick, and gambling, so here we get a bit complicated,was equated with Hermes/Mercury. The Egyptian view of deity was different from the Greco-Roman, to the Egyptians, the gods were more transcendent and less prone to human foibles, whereas to the Greeks and Roman, the gods were "humans, written largely" Now here it gets fun, Hathor, the cow headed goddess of the Egyptians was by the Hellenic Cultures equated with Venus/Aphrodite (I'm in the moood for love). Okay, sorry, digressed. What I am saying is do not think of the gods as actual beings but creations of the cultures that created them, this will allow you much greater freedom.
I do not think it is in poor taste as long as you are comfortable with the choice. Though I would say choose carefully only because I feel you should pick gods with compatable energies. To me that provides a stable environment for rituals but do as you wish. It is whatever you wish to do as long as your are fully comfortable with it.