Lord of Light follows Anansi Boys follows the final two/thirds of the Sprawl Trilogy (Count Zero, Mona Lisa Overdrive), in what has admittedly been a "mythic" kick, albeit my tastes have often wavered across this stretch of the literary horizon (particularly if you count the sometimes mythic voice in even Asimov's "hard" science fiction works, such as his Robots works). Lord of Light is intriguing for its resonance with one of my own unfinished projects (entirely different takes and different mythology but similarities in some technological aspects).
Lord of Light is one of Zelazny's pre-Amber science-fiction works. Zelazny started as a fantastical sci-fi author (which Gibson is one of many more modern authors in that tradition). Lord of Light is a great example of such. It takes very fantastical elements (in this case molded off of Hindu culture and religion) and wraps them around theoretical technological underpinnings. Gibson's Sprawl Trilogy had elements of this as Voodoo culture was a mold for AI systems' interactions with humanity. Wright's Trilogy was a neat re-Greco-fication of society, converting post-singularity humanity into a wild form of Greek elements. I have Nick Sagan's works on my to-read shelf, which are supposedly great works in this vein as well. Then its fun to contrast this with the works of true fantasy mythic writers like Gaiman. Gaiman has such an intriguing way with mythic structures that makes them new and modern even without the technological underpinnings of the fantastical sci-fi. His works often have you questioning if his supernatural creations might actually be out there waiting for you to bump into them.