
Well, I personally am not sure on the Zeus as a Commander nowadays, or at least a Zeus as a commander with only one Bodyguard. With only 2 DP it can be easy to double out with a lucky shot, and if you have gone the whole hog and spent 120 points making him a level 4 (201 pts total), that's a prime target and a big risk with all the blast and E11 weapons out there nowadays.
I did have some quite good fun running a group like this however (Commander was lower level)
Hand of the Sphere [535 pts]
Command Squad: Zeus(Councillor), 2x Odin, Hyperion, Njord [435 pts]
Medusa: Medusa [100 pts]
The Medusa was there without a Triton X, as she can keep up with the Njord without it and her job was crowd control / Medic for the heavy squad. Add an Erebos squad into the mix and you have a Deathstar unit that can really take the pain! (and dish it out too).