Well, the very best build-ups appear first as little hints. Subtle stuff. Like... maybe your god notices a shadow following him. Or a god-killing knife happens to come up missing. People start to look at him strangely... perhaps he starts to become a bit paranoid. Over time, these hints multiply, and the reader starts to figure out what's going to happen... usually before the character does. That way they anticipate the scene itself, are practically wriggling for it.