Genius Bonus - the comic is funnier if you know what myths and history are being referenced.
The Egyptian deities are consistently upset with the Greek deities for getting their names wrong and causing confusion around the school. In actuality, the names with which most people are familiar (Anubis, Horus, et cetera) are actually the Greek versions of the names.
Values Dissonance - HSOTG lives on the values dissonance between the behavior of mythological beings and the expected behavior of modern humans.
"Wow, she is hot!" - said by Ares about his sister, Aphrodite.