Most characters should be polytheistic and invoke various gods depending on what they're doing or where they're going, and not have one particular deity.
Having a singular deity is the unusual exception.
In Faerun you need to chose one - even it's a first among equals. You can respect Torm, Tyr, Illmater and Helm but you need to prefer one best of all, otherwise you run the risk of becoming one of the faithless