You mean like Zeus/Jupiter, Apollo, Hades/Pluto, Hermes/Mercury, Achilles, Odysseus/Ulysses -- names like that? Those are a few. Sorry, I'm too lazy to look up the meanings for you, but www.behindthename.com is a fantastic, accurate resource.
In terms of naming an actual little boy today, Zephyr and Sirius/Cyrus are two that would work well and that I personally love. Xerxes is too much for me personally, but I can see that working for others. Phineas and Thaddeus are two other handsome Greek names, but I'm not sure if they're mythological in origin.