I have lived in polytheistic society and in my experience people swear by only one God as Ralph Sir Edward pointed out.
This God would be:
a) The one that particular person worships and thus feels s/he has good rapport with the God - This tells us a bit about the person:
if a person worships God of power - that person desires power
if a person worships God of money - desires money etc
b) God associated with the particular curse or power, e.g:
You would swear by God of thunder to bring thunder or floods etc
c) Sometimes people use names of more than one Gods in this fashion:
May x,y,z burn down your house
In fact it was Game of thrones where i heard the phrase "by all the Gods" for the first time and found it odd.
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