The different sects of Heathenry focus on working with different wights from the main pantheons, in general. The main pantheons consist of the Aesir (war Gods), Vanir (fertility Gods) and the Rokkr (chaotic Gods). Thus, Asatruars focus on working with the Aesir (where Odin falls under) and sometimes include the Vanir. Vanatruars focus on just the Vanir deities. Rokkatruars focus on the Rokkr (like Loki and Hel). And so on.
There are many, many different sects of Heathenry, a few of which I listed in the Welcome to Heathenry thread. You may want to look into those different sects to learn more specifically about them. CleverName wrote another thread in the Norse Paganism forum called Norse Divinity which gives an introduction to some of the main deities and how to work with/honor them. You should read that too.
If you have specific deities in mind, or you're interested in including the vaettir/Alfar/jotunfolk, I can help you further. Keep in mind that eclectic Heathens are open to working with deities from any Norse "pantheon" and don't have to label themselves further into the Heathen categories like Asatruars, Odinists, etc.