'How should I spell the olympian gods' names in ancient Greek?'

There are a huge number of Gods, Titans, and other figures to name, so let me suffice by putting together a list of the 'major' Gods, Titans, and Heroes, and referring you to Wikipedia and/or theoi.com for the rest.

Protogenoi

• Aether (Αἰθήρ, Aithḗr,'Light')
• Ananke (Ἀνάγκη, Anánkē, 'Fate' or 'Compulsion')
• Erebos (Ἔρεβος, Érebos, 'Darkness')
• Eros (Ἔρως, Eros, 'Desire' or 'Love')
• Gaea (Γαῖα, Gaîa, 'Earth')
• Hemera (Ἡμέρα, Hēméra, 'Day')
• Hydros (Ὑδρος, Hydros, 'Primordial Waters')
• Hypnos (Ὕπνος, Hypnos, 'Sleep')
• Khaos (χάος, Cháos, 'Chaos' or 'Air')
• Khronos (Χρόνος, Chrónos, 'Time')
• Nêsoi (Νησοι, Nē̂soi, 'Islands')
• Nyx (Νύξ, Nýx, 'Night')
• Ôkeanos (Ωκεανος, 'Water')
• Ouranos (Οὐρανός, Ouranós, 'Sky')
• Ourea (Oὔρεα, Oúrea, 'Mountains')
• Phanes (Φάνης, Phánēs, 'Procreation')
• Pontos (Πόντος, Póntus, 'Sea')
• Phusis (φύσις, 'Nature')
• Tartaros (Τάρταρος, Tártaros)
• Thalassa (Θάλασσα, Thálassa, 'Sea')
• Thanatos (Θάνατος, Thánatos, 'Death')
• Thesis (Θεσις, Thesis, 'Creation')

Uranides

• Atlas (Ατλας, God of astronomy and navigation)
• Epimetheus (Επιμηθευς, God of afterthought)
• Hyperion (Ὑπεριων, God of Light)
• Iapetos (Ιαπετος, God of the mortal life-span)
• Koios (Κοιος, God of the inquisitive mind)
• Krios (Κριως, God of the constellations)
• Kronus (Κρονος, who rules of time and the ages)
• Okeanos (Ωκεανος, God of the great earth-encircling river Okeanos, the font of all the earth's fresh-water)
• Phoebe (Φοιβη, Goddess of intellect)
• Prometheus (Προμηθευς, God of forethought and crafty counsel)
• Rhea (Ρεα, Goddess of female fertility and the wild mountains)
• Tethys (Τηθυς, Goddess of nursing and of the underground sources of fresh-water)
• Theia (Θεια, Goddess of sight and precious gemstones)
• Themis (Θεμις, Goddess of natural order, divine law and tradition)
• Menoitios (Μενοιτιος, God of violent anger and rash action)
• Mnemosyne (Μνημοσυνη, Goddess of memory, words and language)

Titanes

• Ankhialê (Αγχιαλη, Goddess of the warming heat of fire)
• Asteria (Αστερια,Ggoddess of the oracles and prophecies of night)
• Astraios (Αστραιος, God of the stars and planets, and the art of astrology)
• Aura (Αυρα, Goddess of the breeze and the fresh, cool air of early morning)
• Klymenê (Κλυμηνη, goddess of renown, fame and infamy)
• Diônê (Διωνη, Goddess of the oracle of Dodona)
• Êôs (Ηως, Goddess of dawn)
• Eurybia (Ευρυβια, Goddess of the mastery of the seas)
• Eurynomê (Ευρυνομη, Goddess of water-meadows and pasturelands)
• Helios (Ἡλιος, God of the sun, oaths and sight)
• Hekatê (Ἑκατη, goddess of (the protection against) magic, witchcraft, the night, moon, ghosts and necromancy)
• Lêlantos (Ληλαντος, God of air and stalking prey)
• Lêtô (Λητω, Goddess of motherhood and protectress of the young)
• Melisseus (Μελισσευς, God of honey)
• Mêtis (Μητις, Goddess of good counsel, advise, planning, cunning, craftiness and wisdom)
• The (Elder) Mousai (Μουσαι, Goddesses of music)
• Pallas (Παλλας, God of warcraft and the Greek campaign season of late spring and early summer)
• Persaios (Περσαιος, God of destruction)
• Phorkys (Φορκυς, God who presides over the hidden dangers of the deep sea)
• Selênê (Σεληνη, Goddess of the moon)
• Styx (Στυξ, Goddess of the Underworld River Styx and of hatred)

Olympic Gods

• Aphrodite (Ἀφροδίτη, Aphroditē)
• Apollo (Ἀπόλλων, Apóllōn)
• Ares (Ἄρης, Árēs)
• Artemis (Ἄρτεμις, Ártemis)
• Athena (Ἀθηνᾶ, Athēnâ)
• Demeter (Δημήτηρ, Dēmētēr)
• Dionysus (Διόνυσος, Diónysos)
• Hades (ᾍδης, Hádēs) / Pluton (Πλούτων, Ploutōn)
• Hephaestus (Ἥφαιστος, Hḗphaistos)
• Hera (Ἥρα, Hḗra)
• Hermes (Ἑρμῆς, Hērmēs)
• Hestia (Ἑστία, Hestía)
• Poseidon (Ποσειδῶν, Poseidōn) 
• Zeus (Ζεύς, Zeus) 

Heroes/deified mortals

• Achilles (Ἀχιλλεύς, hero of the Trojan War)
• Andromeda (Ἀνδρομέδα, Androméda, wife of Perseus)
• Ariadne (Αριάδνη, a Cretan princess, wife of Dionysus)
• Asklepios (Ἀσκληπιός, Thessalian physician made God of Healing)
• Atalanta (Ἀταλάντη, Atalantē, slayer of the Kalydonian Boar)
• Bellerophon (Βελλεροφῶν, hero who rode Pegasos)
• Daedalos (Δαίδαλος, skillful craftsman and artist, father of Íkaros (Ἴκαρος))
• The Dioscuri (Διόσκουροι, divine twins: Kastor (Κάστωρ) and Polydeukes (Πολυδεύκης))
• Ganymede (Γανυμήδης, cup-bearer of the Gods)
• Herakles (Ἡρακλῆς, ascended hero)
• Jason (Ἰάσων, Iásōn, leader of the Argonautai (Ἀργοναῦται))
• Odysseus (Ὀδυσσεύς, hero of the Odysseia)
• Orpheus (Ὀρφεύς, legendary musician, poet, and prophet)
• Perseus (Περσεύς, first of the heroes of Hellenic mythology)
• Psyche (Ψυχή, Goddess of the Soul)
• Theseus (Θησεύς, founder-king of Athens)