You know, I tend to wonder if Jesus would be that great a character. I suppose he would be good at sitting back and casting healing spells for the rest of the party or turning water to wine for the post battle party, but really I never saw anything that indicates he could be used offensively. Whats he going to do? Turn the other cheek most of the time and possibly throw a sandal at somebody if you some how get a really good roll? It certainly not like he has a good kit no bolter, no chainsword, no powerfist, no elven forged sword, no magic bow, just sandals and a robe. Sure he can resurrect but thats going to be quite a few days after the battle has been decided, and considering he was killed with an average legionnaire's pillum it isn't like he has massive HP.
If your actually looking for good deity characters who are going to be worth a hoot in battle i tend to think you need to look towards polytheism.
if you applied some D&D2/AD&D type bardic ability then Christ would probably make one hell of a bard/priest dual class, i can almost imagine him stood their arms raised mumbling some kind of chant boosting the parties ability scores