Well, Chaos and Death are pretty much all about their Gods. Besides the Flesh Eater Courts, who do their own thing.
For Destruction, none are directly lead by a God.
For Order, only the Stormcast and Sylvaneth (out of those released so far) are super dependent on Gods.
Some Aelf lore for you. Nothing has been known about them until the Deepkin and Daughters of Khaine book came out.
Aelves are in a funny place with all this. When the wory-that-was, was destroyed, Slaanesh absorbed all the souls of the Aelves that died. So, when the Aelf gods arrived to the Moral Realms, they couldn't find any Aelves anywhere.
But, long story short the Alf gods tricked and captured Slaanesh, and have been leaching the Elf souls from it to create new Alves, with mixed results. Both the Daughters of Khaine, and the Deepkin are a little..broken.. from being inside a Chaos God.
Morathi (who is not a God), stole too many souls, which sort of revealed where Slaanesh is to other parties. Nagash is now angry with the Aelves, for taking the souls of the dead, and Slaanesh for the same reason.
Since the realms of Light and Shadow are more or less the two main realms that the Aelves inhabit, and Slaanesh is trapped between them, I can see the Hosts of Slaanesh beginning to discover where their God is trapped and trying to get it back.
There is apparently another faction of Aelves yet to be revealed who inhabit the realm of light.
Long story short, I can see the conflict between the various Aelf factions and Slaanesh Hosts to start picking up in the lore soon.