In the Craft, I found many different deities who could express different aspects of the God that is beyond knowing. I'm a hybrid between a strong polytheist and a monist. Eventually, I became aware that the concept of God and the gods permeated Greek philosophy and Egyptian religion, which were two of the major sources for the Hermetic tradition. So, I discovered, I'm not alone!
I always maintained a respect for the liturgical aspect of the Roman Church, and tended to show up most years for Midnight Mass at Christmas and for at least some of the Holy Week services. But I used to joke that "I gave up Christianity for Lent, and since I wasn't Christian anymore Easter never came." Well, in 2000, the joke was on me. During Holy Week, my experience moved beyond appreciation for good liturgy and a living mystery cult, to a personal experience of Christ as deity.
After that, I joined the local Episcopal church. I could never return to the Roman church (much to my families regret--my brother is a Jesuit priest) because the church doesn't want me on my terms. In the Episcopal Church I find a union of the living mystery cult with an openess to diversity that welcomes me wholy. I met with my rector and discussed my paganism before asking for the sacrament of Confirmation. If he wasn't fully welcoming, I wouldn't have joined the church. Since then, he's become aware that I am clergy in the pagan community and treats me as a peer.
I've heard some individuals dismiss anyone who is both Christian and Pagan as not letting go of their Christianity out of fear. [Come to think of it, I've heard exactly the same accusation (in exactly the same petulant tone) directed toward bi people.] I'm a living counter-example. I left Christianity for almost two decades. I was and am a leader in the local pagan community; started and led ritual groups; and founded a Craft lineage. And it was after I'd done all that that I was led to become a Christian again. (Or, perhaps, this was the first time that I became a Christian myself, rather than a child of a Christian tradition.)
For me, I am a polytheist who includes the three persons of the Trinity in my personal pantheon. I can sincerely declare both "Christ is Risen!" and "Io Zagreus! Io Dionysos!"