I was reading the internet the other day (seems like I'll never get through that thing!) and came across a post about Zeus. I won't specify the post, I've seen a lot of them over the years, but the gist is that Zeus' mythos makes him unworthy of worship. And sometimes this is tongue-in-cheek, things like "95% of the problems in Greek mythology could have been avoided if Zeus could keep it in his pants." Which is kind of funny and arguably not a wholly inaccurate statement when you think about it--Leda, Io, Europa?
And of course you don't have to worship all of the gods. If you find that Zeus' mythic storylines make you uncomfortable dealing with him, then don't. It's fine.
But if all your thoughts about any of the gods are based wholly on their myths, you're missing a lot.
For one thing, there aren't a lot of gods (or pantheons) whose mythology doesn't have some difficult aspects. Some of this has to do with when they were written down and by whom; a myth reflects the culture it arose from. Zeus was portrayed as an iron-handed father figure (for example, marrying off daughter Persephone with no regard for her mother's feelings) because that was the perceived role of a father at the time. Doesn't make it right or something for mortals to emulate, then or now. But it tells us something about the time and the culture all the same.
And it's not only Greek mythology that presents these issues; the Norse god Odin, too, treated a number of women (for example, Gunnlod) quite unfairly, usually for some sort of gain (for example, the mead of wisdom). Frey's wooing of Gerd involved some pretty nasty threats on the part of his messenger Skirnir.
The main thing, though, is that what we know about the gods from myth is often very, very different from what we know about them from cult. This isn't always an option (there's very little information about religious practice in Celtic or Norse cultures, for example) but in the case of the Greek gods it absolutely is. And what you find is that the connection between myth and cult is sometimes very tenuous.
Zeus, for example, is a multi-faceted god with many aspects and many associations. He is, yes, a god of thunder, who sends the rains we so need. He is a god of storms. But he is much more.
Zeus is a god of justice. He is the one to turn to if you have been wronged; he is an avenger of those who have been treated poorly by the system. He is as well a defender of oaths and a punisher of perjurers.
He is a protector of assemblies, a defender of the right to assemble. He is also concerned with government; pray to Zeus when your government is corrupt, when people are deprived of their rights and their votes.
Zeus is a protector of the city; he is also a protector of individual homes. He protects a household's storeroom and property, ensuring that the family is safe and has enough to eat.
And Zeus is a protector of strangers and travellers, people who are far away from friends and family; his wrath falls on those who mistreat visitors. He insists on hospitality, on being kind to foreigners. He is as well a protector of fugitives.
Zeus, in short, is a god we need now.